I like to carry my stones in my bra.  Simply because I can hold alot of them and they are kept away from others energy.  You can always clean your stones from any energy so that you can keep them having only your energy or its very energy that it was born with:  

Fire, set them in the sun
water, set them in a stream
earth, burry them in the ground
air, set them in a spot where wind is blowing on them

Do all of these to your stones and they will be clean and ready to hold your energy!~

my two cents:

Every finger is associated with on of the pancha bhutas (five elements) and corresponding planet:

fire     - thumb  -  venus   -  diamond
air       -  index   -  jupiter   -  yellow sapphire
ether   -  middle  -  saturn   -  blue sapphire
earth   -  ring     -  sun   -  ruby
water   -   small   -  mercury, moon  - emearald, pearl

Some nadis(energy channels) in ring finger is connected to heart. Hence it is most preferred location to wear most rings.  Although mars is a fiery planet, its ring is worn on ring finger.   And of course one does not want  wear a ring for venus(diamond) in thumb.  

Secondly, there is a theory that men should wear gemstone rings in right hand to increase  power of the corresponding planet and on left hand to balance its powers.  For women its left hand to increase and right to  balance.  So one has to naturally make sure if the planet is benefic/malefic etc.

Thirdly, I heard that  some tantric literature prescribe a single locket for all nine planets with ruby in the centre and the rest eight gems surrounding it in specific directions.  All the gemstone have to be flawless for this.

All this is from vedic astrology point of view.