It is much easier to purchase a wedding set, which includes both the engagement ring and the wedding band. The downside, however, is that you have fewer choices. Wedding sets are designed so the diamond engagement ring and wedding band are the same style and sit flush with one another on a woman's finger. However, you might prefer to create the ideal engagement ring and then choose a wedding band to match it later. It is definitely easier to choose a wedding set and then only need to pick out a men's wedding band later, but it does limit the styles of engagement rings you can choose from.