sorry, I missread the title.
Gübelin would be my recommendation.
I'll insert my former answer nevertheless:
I also always buy the loose gemstones because I collect them.
It really depends on where you live, in Europe there are a few suppliers who are trustworthy and charge fair prices.
In general, I would go to a gemstone fair if the distance is feasible for you. The fairs are usually open to trade visitors for the first few days and then to the general public.
At gemstone fairs, you can get a good overview of the prices, get expert advice from the dealers and bargain. Here you can also get a gemological appraisal free of charge if the dealer doesn't offer it (which would make me suspicious). But you have to make sure that gemstones really are on offer, there are plenty of gemstone fairs that offer semi-precious stones etc. or are aimed more at the esoterically interested public.
A good hint is when Katherina Perez was there

Edit: that applies to jewelers, too!
My approach would be to find out more about the stone I want to buy next (where it is mined, what mines are known, which cutting shops are known), then see which appraisals are state of the art for this gemstone and then look specifically for dealers.
Another way would be to ask Gübelin if they can offer you something, but of course they have a corresponding surcharge.