My fiance purchased my engagement ring from Blue Nile. I would 10000000% recommend them.
I'm wondering how they ship the more expensive items? My neighborhood is pretty safe, but I'd worry about UPS leaving the box at another house or something and then saying it was delivered. I've had that happen.
From what I recall, they ship anything over $1000 with a direct signature required. If you are not home you could have them ship to your local shipping office where you could pick up with an ID.
look at angles, not just the blue nile grade. The gia and ags reports will have angles. The best way to know you truly have a great cut and quality stone is to learn what that stuff means.