I know you said not Etsy, but you truly can find things on there in any budget and they're all unique! I've also seen nice sets at Kohl's for fairly cheap, Target's jewelry is hit or miss, sometimes it's really good and sometimes it's eh, Charming Charlie usually has good options if you have one near you.
I agree with the others, those are all great options for affordable wedding-day jewelry!
I personally love Charming Charlies-- the entire store is organized by color and has tons of options for great prices! They even have more "formal" pieces that would definitely be perfect for wedding-wear.
Is there a specific style you're looking for? Sparkles, pearls, or particular colors in mind?