Here's a setting I like: http://www.mondera.com/jewelry/product.asp?mscssid=NTJUF3F4Q4P28GHUG55N957NLWUC5P3D&partno=3004506&view=1&size=&match=&prodimg=/Images/large1/3004506.jpg&size2=&shapeDesc=&navbar=gems (see pic on bottom of page)
Here's a link to some tanzanite that would fit this setting beautifully (but you have to buy the pair): http://www.creativegem.com/gem_deals/includes/details.asp?ID_NO=9186&header=report