I know exactly what you are talking about. Originally we were looking at antique style rings because I loved the workmanship around the band. Here are some suggestions.
www.faycullen.com
She sells antique replicas (and some antique's I think) of old style rings. She also sells mountings separately from the stones. But not only that, take a look at her site and if you see something you like in the way of the setting, you can always try to have it replicated by a jeweler (probably minus any handwork).
www.tacori.com
They have antique replicas here, Tacori is very popular because their rings look like the old stuff, but in fact are new. Personally they are a little busy for my taste, most of them anyway, but there are a few that are truly stunning. If you like the old filigree look and the baby diamonds on the sides (bead set or pave set into the band), then check these guys out.
Last but not least, try visiting any antique jewelers in your local area. In Carmel there is one that we were looking at, they sell old stuff and replicas AND they also create their own replica settings that look amazingly like the real thing. Their settings are no expensive either compared to half of the stuff out there. We were looking at an old stone put into a replica setting, the setting was gorgeous, small bead set diamonds on the sides (baby so you can hardly see them), the band was just under 2mm (pretty thin), platinum and the head was the old fashioned basket type head with baby diamonds and filigree in a very subtle pattern around it. I loved it! The stone wasn't really what we wanted, but then they told us they sold the setting separately. Over time we found something else we liked, but I loved that setting as well. I would estimate it was around $1200 for the setting if not less. Anyway the jeweler in Carmel is Fortuane Jewelers..they have a website but it doesnt have anything interesting. They also have little 'catalog' (one or two pagers) with color pictures of some of their popular rings. One of the settings I liked was on these. If you are interested, maybe give them a ring, tell them where you are, see if they can send you anything they have that might show their ring styles/settings. I have to say that I adore this store, every time I go in there I find about 20 rings I liked. I too was into the very thin platinum old style band with a big rock seated right into it. Stunning.
Oh also one more..visit http://antiqueengagementrings.com/
as they have settings only and one that I thought was pretty as well, it was a replica of a 1920's setting. Cheap too..it was only about $700 for a platinum mounting with split prongs, and about .25ctw of baby diamonds on the side. They were responsive to email as well. I was considering doing one of these for the time being because they were pretty cheap, and then figured I could always switch it out later if I wanted a change.
Anyway hope that points you somewhat in the right direction. Also look online for 'antique engagement rings' on Google, and you will find many hits, some places sell settings only.
For non-antique...I have tons of links to websites at work that I will post tomorrow. There is whiteflash.com which has tons of styles of rings, and also I think engagementring.com is a website that has some.
The setting is tough..as there are so many, but it sounds like you have an idea of what your girl likes. You are in luck since there are so many antique replica settings out there, and some look almost as good as the original, if not made stronger!
Good luck!