My engagement ring is from Blue Nile. It's a notoriously fragile setting (micropave) that is known for losing diamonds left and right if not crafted by a very skilled jeweler. I've had my ring for over 9 months and I've never had any trouble with it. I am not easy on my hands and I'm pretty clumsy, so this says something about the quality of Blue Nile rings.
The customer service is fantastic. Emails are answered promptly (within an hour, in my experience) and with loads of information. Your ring is eligible for a free service check every 6 months- this includes a steam cleaning (safe for pave bands!), an inspection, and a rhodium plating if you have a white gold ring.
Blue Nile carries high quality diamonds for an impressively low price. This is thanks to the lack of a brick and mortar store. Being able to walk into a building and see the diamonds jacks up the price quite a bit. For those worried about choosing the wrong diamond based only on the GIA report (Blue Nile doesn't show photos of their diamonds), you can return your diamond/ring no questions asked within 30 days.