There's a few things that come to mind reading about this that may not be huge hurdles but could help save you money or a hassle.
First, I would make sure the gems you buy are real. If possible get paperwork verifying authenticity, or have someone who is an expert look at them. If you end up buying fakes it'd be about like throwing money away.
Second, look into the legality of importing them. There shouldn't be any legal problems but going to jail for skirting regulations or missing a tax would suck.
My last piece of advice would be to either work with an expert in gems or spend as much time as possible becoming and expert in gems. This way you will be able to know exactly what it is you are buying, have a better idea what it is worth, and usually better networking for selling them. It's important to know your product in any sales situation.