There is nothing wrong with using crystals as is - all that bling!!  However, I like it when crystal bezels or metal settings are used for a professional look.  These are easy to use as the prongs are already included with them. Put the crystals in them and then gently fold over the prongs with your pliers. A dab of glue such as E6000 at the bottom of the bezels is optional or mandatory if you are paranoid!

Check out the rhinestone and cord necklace tutorial by Greek jewelry maker, Ntina over on her blog, Happy Girl Crafty.  Her design makes great use of rhinestones with settings teamed up with filigree leaves and chain.  I like how she uses a thinner accent cord wrapped around the thick cord.

Not all suppliers stock the rhinestones with the right sized bezels so keep a look out for them.

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Original Post by THE BEADING GEM
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