It depends on several factors. here are a few off of the top of my
head. How deep is the girdle of your stone, How deep is your stone,
what is the stone size, how heavy is your stone, potential wear on
the bezel (Earrings, Pendant, Pin Ring, etc), does that gauge look
better then a thicker gauge for the jewelry design, ease of stone
removal and replacement for future repairs, ease of setting around
other design elements on the jewelry piece?
That being said, I probably use 28 gauge about 50 to 60 percent of
the time when I am working with silver designs. rarely thinner but
many times thicker, mostly for rings where the bezel will be exposed
to wear. Also when the thickness of the bezel is an important design
element of the piece.