I also think that prong setting makes a diamond necklace look a little more fancy and special occasion, but one good thing about bezel set is that it can give the illusion of a larger diamond. Here is my avatar pic and another pic (click to see it larger) that I have of my diamond necklace. It's bezel set in white gold and is about 14 CTW and about 1/3 ct each stone (all the same size not graduated).