I''m not sure if you have a diamond already, but if not, for pure INVENTORY I would check out New York Jewelers at 11 N. Wabash, ask for David Rosenwasser. They carry by far the largest selection of in-house stones that I''ve found in the City. One caveat: I''ve never been happy with their stone setting so make sure you let them know up front that you are UBER picky and will only accept something that is perfectly set.
If you don''t have a stone but know exactly what you want I would call Mike Gale, 312-920-0075. He doesn''t carry a large inventory but he''s good about bringing in stones. He also uses a GREAT jeweler to make settings and he will work with you on what you want.