If you can swing both a plain platinum band and a thin bead set band, I would get both and wear them differently.
I'm planning on getting the classic Tiffany knife edge platinum wedding band (I have the three stone, not the classic solitaire) at least. I don't really want to worry about tiny diamonds falling out while I'm boxing with my trainer. I tried on some diamond bands, since none of the local jewelers we went to had any other real alternatives (everyone and their sister wears diamond bands, apparently). I really liked one band that had thin baguette diamonds horizontal set in a channel set--- it gave a really cool effect. It was reasonable at $2k-ish, but right now I would rather get the platinum band first and get a second band after the wedding/honeymoon/new condo is all settled.