I use 2mm jewels from a company called Signity. At one time, they made them encased in a gold bezel. They would supply you with a special drill that was made specifically for the bezels. They simply snapped in. Just did a Google search and it seems that are now Swarovski.
I also use the stone in bezel purchased from Signity. The drill they sell you is a two step carbide drill for about $40 when I bought it. Of course I broke it almost as fast. I use the 2.5mm stones which work real well with a #36 drill and a number 43 drill. I was going to order some other stones but could not find them on thier website. You may have to call them. I am pretty sure I was talking to thier Chicago office.
Steve
Thanks for the info,gemstones really help dress up a knife. I know there is a place to buy stones caleed Rio Grande but I didn't know how to install them. Thanks, Dan