Just as the cut quality varies for larger diamonds, there are different grades of melee (pronounced mell-ee) which are diamonds weighing less than 0.20 carats...
Be sure to tell whichever vendor you contact how the diamonds are going to be used... If the diamonds are to be channel set, they will need to be calibrated for outside diameter to ensure that they match precisely which is not necessary if the diamonds are to be pave set - and it makes a difference in terms of price because labor costs $$$