Lol, you guys crack me up. I have to wonder if it's not so much a choice of not getting married, but rather, not having it as an option.
Want some advice from a female perspective? Good, I'm glad you said yes:
1. Not wanting to get screwed buying overpriced jewelry doesn't make you a cheapass. I can understand that you don't want to get raped paying retail for jewelry. The markup on fine jewelry (even at regular wholesale) is insane.
2. ASK HER!!!!! This is about her, so she needs to be part of the decision making process. It is quite possible that she won't have a problem with a second-hand ring from a divorce if she falls in love with the ring. When it comes down to it, it's about how much she likes the ring. If you want to have any chance of your marriage lasting, you need to be up front with her, and getting her involved will make her feel special too
3. The idea of buying the ring then trading it in is not a bad one, but my suggestion would be to take it to the jeweler that has the ring that you were going to buy, and ask if you can do a full/partial trade for it (before buying it from the guy). I'm assuming that your GF was part of the decision making process for the ring you were planning to buy, if so, this would be a solid choice.
If your GF didn't pick out the ring you are planning to buy, um, please rethink your stragegery.
Alternatives:
Buy an estate piece. Yes, it is still someone's old piece of jewelry, but when you add the word "estate," it sounds much more romantic.
Get to the Tucson Gem and Mineral show in February and buy at REAL wholesale and dealer prices. PM me if you want more info about this option. I was a dealer there for over 10 years, and I may still know some people.
Have you thought about buying something other than a diamond? Maybe I'm just jaded from knowing the truth about the biz, but diamonds just don't do it for me. I hated my platinum and diamond wedding ring (even before the divorce), so now I have a kick ass tanzanite and Australian black opal ring that is WAY cooler than a production diamond ring.
Ask your girlfriend if she has to have a diamond, or if there are any other stones that she loves. You could save 100's or 1000's of $ just by asking this question. The ironic thing about some other stones is that some of them really are way more rare than diamonds, but the market demand and acceptance is not as high, which = less $ for the jewelry.