Where can one purchase rings with blue diamonds?

Generally, blue diamonds are more expensive than 'white' -- colourless -- diamonds.

Please visit your local jeweler and describe your price range and intended use for the blue diamond, and your jeweler will be able to help you find one to buy.

NB: Most blue diamonds available for sale today are irradiated stones, which have less value than naturally blue stones. The link, below, points to such a site, and is where you can learn more about blue diamonds.