Is this a Tacori setting? If so, you can contact either BGD or Whiteflash to see if they can source the setting from Tacori for you, when you consider buying a diamond from BGD or WF. This way, you deal with only one vendor without having to worry about shipping Diamond or setting and insurance cost.
Leon Mege is a great jewelry maker. I would use his service only if I want to buy his setting. In that case, I would have the Diamond shipped to him for setting.
As for your question about the particular Tacori setting, I think it is what you like that counts. Everyone has different taste. I, for example, prefer simple solitaire setting for a large diamond, or a 3-stone or halo setting for medium size Diamond. Besides, an elaborate setting with many melees may cost more. I prefer to put more money towards the Diamond, so I can get the biggest possible Diamond.