Where do you start?

First of all you need to see how well you know your girlfriend/ladyfriend.

Is your girlfriend the kind of person who will want to go with you to pick out the ring?
or
Is she the kind of girl that would like it done the old traditional, you pick it out and get down on one knee?

What is her ring size? If you are going to surprise her you may have to be sneaky. You can always take one of her rings and take it to a jeweler. (Make sure to put it back before she notices). You can use a tapered candle (the long skinny ones) and mark it and take that to a jeweler. Or Ask a girlfriend to help you. Just make sure you can trust her with your secret and not be obvious.

Does she prefer white gold or yellow gold?

Does she like a specific shape and cut of diamonds?

Does she wear large flashy jewelry or does she like the dainty stuff?

Start paying close attention to these very important things.

Now how much are you willing/able to spend?

Your diamond is an important purchase. She will have it forever so you want to make sure you get a warranty, a certificate and you can have it laser engraved to know you always get the same diamond back if you take it in to be cleaned or re-sized.