GIA is the gold standard of diamond grading. However, most diamonds sold are not graded due to the cost involved (paying the GIA labs to certify could get costly on 1/2 carat and smaller stones).

However, if I were to spend anything over $2K on a diamond, I would make certain it had a GIA cert. and confirm it directly with the GIA...yep, there ARE fakes certs out there....

http://www.gia.edu/gemtradelab/31548/fees.cfm

As far as sending your diamond in yourself for certification, contact the GIA at the above link. It may be easier to have your jeweler do this for you.

Good luck.