Have you tried getting links from a gemological institute?
Make a real world comparison on the the three C's of diamonds, with videos of real women trying to tell the difference. Ask bloggers, gemological institutes and other jewelry stores to link to it.
Costume designer?
If you design some of your own rings then you could work with a costume designer to make some simple jewelry. Ask for a link for your efforts. Maybe write a review of their recent play, and ask for a link from them on it.
Wedding Planner?
Not sure how this one would work, but you might!
Photographers?
Offer to use some of your really nice jewelry in some staged pictures. Ask the photographer for credit on the jewelry in the photos.
Florists?
Every woman loves the gift of flowers and jewelry, why not find a way to work together? You could also write an article about choosing the best flowers for the occasion, and ask for links from them.
You could also create a gift widget. Submit the event, preferences, price range and the widget would produce gift ideas. Embed a link to your website from it as the source, and try to get people to put it on their website.
For any of these people you could offer some SEO advice in trade for a link on their website.
As for your actual question, it's all about risk vs reward. Some companies try to go after links in a very natural way, and some companies just try obtain links. The first is going to be very beneficial, but quite expensive. The latter will also be beneficial, but carry more risk. It all depends on what you are looking for.