Related, but not totally on topic- can you have a jeweler do this w/ an actual yellow gold ring or would you have to actually just change the setting? Just curious...
Actually, rhodium plating a yellow gold ring can be done, but it's pretty high maintenence. My fiance is a jeweler, and will occasionally rhodium plate YG pieces for customers, although he discourages doing it to rings. A necklace or a pair of earrings won't get the repeated wear that something on your hand will, so it would need to be done on a regular basis...however, if you're really tired of your yellow gold, you can always give it a try!
Most any jeweler can buff and rhodium plate your rings, although with the rising prices of precious metals it will be a bit higher than it was a year or so ago...Good luck!