The first thing to do is find a place that you can get a huge discount. (obviously)
So, were do you look?
Online stores are going to be your best bet. The great thing about online stores is that they do not have the overhead as a

I would stay away from auction sites. Those rings you will not be able to return. You might be able to return some, but they probably going to be used and who wants a used ring for a wedding band.
Do an internet search on some sites for the rings you want and look at the reviews, return policy and shipping costs. Make sure you are able to return it if you are not happy! The last thing you need is more stress during your wedding day!.
Remember, this is YOUR day, have fun and leave the stress at home!