Should I buy a ring from a Wholesaler?

My girlfriend and I have recently begun to educate ourselves on the purchase of an engagement ring? However, she has a buyer's pass for the Atlanta Mart and we want to know if the showrooms there would have diamonds with GIA reports and certification and also appraisals? Also, how do you feel about buying a ring at market (which is half the cost of a retailer)? What kinds of questions do we need to ask other than the 4 C's (We know these pretty well)?
And if they do not have the certifications, appraisals, or any reports do we need to not get a ring from that specific place, or could we get an outside appraisal once the ring has been purchased?