Four-prong: Each diamond held by four prongs. Maximizes light entry, classic look. Requires occasional checks to make sure prongs stay tight.
Three-prong: Less metal, more diamond visible. Slightly less secure than four prongs.
Bezel: Each diamond surrounded by a metal rim. Most secure, modern look, but shows less of each stone.
Channel: Diamonds sit in a metal channel without prongs. Smooth, low-profile, very secure.
Illusion: Metal plate behind diamonds makes them appear larger. Good option for maximizing visual impact on a budget.