Although some of the stones shown at this site require a custom made setting, many of them can be set into "calibrated" commercial mountings. Stones with a bascially round outline (like hexagons, pentagons, octagons, etc.) will usually fit a round setting within 0.2 mm of their measurements. For example, a 5.8 mm hexagon should fit nicely into a 6mm round setting, while a 5.1 mm octagon will fit a 5mm round. A similar situation exists with rectangles and squares. Stones listed as "Barion" cuts are deeper and fuller in the pavillion than non-Barions of the same face up dimensions--usually they will set in the next larger size mounting. Likewise, cut corner triangles should go in a setting one size larger than their actual tip-to-tip dimension.
Inexpensive, prenotched, polished, settings are available from several vendors and the setting process takes only a few simple tools. In cases where stones are slightly different from calibrated sizes, it is often possible for a jeweler to adapt a pre-made mounting at relatively low cost.
A company called Tripps located in New Mexico, is my favorite vendor of such settings, Here's a link to their website where you can request a catalog and view their wares which are available in 14k white or yellow gold or Sterling silver, in a huge variety of standard sizes and classic styles. They also offer a reasonably priced beginner's gem setting video and tool kit.
If you've picked out a stone and would like to have a custom jewelry piece designed around it, the best option is to go to a trusted custom jeweler or metalsmith in your local area. That way you can work step by step with him or her as the piece is drawn, and fabricated or cast, and the stones set -- approving and/or adding suggestions or changes all along.