Selecting the gemstone of your choice usually depends on the colors you prefer. For example, if you like blue, then you have the options of blue topaz, lapis lazuli, aquamarine, and sapphire. Tanzanite is also a sort of blue/purple color, so you may even have that to consider as well.

While surfing around, I found a helpful gemstone color list from the folks at Kas a Find Jewelry Designs. It is a glossary of gemstones arranged by color: http://www.kasadesigns.com/glossary.htm