Start out with heavier bezel stock. I generally use 24 gauge fine
silver or 26-27 gauge karat gold. It is a bit harder to push over
the stone, but stays in place once pushed. Thinner bezel has a
tendency to spring back.
Measure the length you need and wrap it around the stone. If you can
force the ends to overlap, mark the overlap and then cut or file a
bit off the length, then solder. After soldering, fit the bezel to
the stone. If the stone seems loose in the bezel, most likely it will
be loose after soldering the bezel down to a base plate. Cut the
solder seam, cut or file a bit off the end, then re-solder. Re-fit
the bezel on the stone and check again.
Before setting, make sure the bezel is just high enough to just rise
above the curve of your cabochon, or the girdle of a faceted stone.
If you make it too high you will have problems setting it.
When you push the bezel over, first press towards the stone and if
it still seems loose, press directly down on the edge of the bezel to
tighten. Be sure to protect the stone and base around the bezel with
several layers of masking tape to prevent damage if the setting tool
should slip. The pressure you apply to setting the bezel will depend
on the fragility of the stone you are setting.
I take a coarse file and tap the end of my bezel pusher with it to
rough up the surface before I start setting a bezel. Helps it to bite
into the bezel a bit and tends to keep the pusher in place.