Long story short, I'm currently on my honeymoon, and her yellow saffire ring blows everyone away.
If your girlfriend turns you down for lack of a diamond, you have probably chosen poorly. However, she might (reasonably) turn you down if she's dissappointed, so make your feelings known long in advance, or you might be in trouble.
Get your rings at Brilliant Earth in SF (I did my shopping online, and was not dissappointed). They are the only ethical jewelers I've found, and I looked hard. My wife's ring has a large yellow saffire (fair trade from Sri Lanka, mined from shallow mines with a low environmental impact), small diamonds from Canada (sadly lab diamonds are not good enough for jewelry yet), and recycled gold.
The ring is pretty unique, and utterly amazing, and I would recommend this route for any ethically minded person.