This is what we did about 10 years ago (GenX), for a similar reason (wife wanted something unique). It was really fun going around antique shops looking for a ring -- and we're not really the "antiquing" types. Something to look into if you're looking for something different, particularly if you're in a city with a large neighborhood of antique shops.

EDIT: And to avoid misrepresenting my wife, I should add it was not a diamond ring (it's a pearl). My wife worked in African before we got married and would have nothing to do with diamonds.