E.g. In case of Prong setting there's very little metal that holds the
stone.

Advantage:- the stone is completely exposed.
Disadvantage:- the thin metal holdings eventually loosens often
letting the stone fall, or they break.

1.  Use a larger number of prongs.  6, instead of 4, or 8 or more instead.  More
prongs, more secure.
2.  Use a stronger metal.  yellow golds and high karat golds are softer, so they
wear down faster.  Use a harder or more wear resistant metal (18K white gold,
for example, or a properly made platinum setting), and the settings will last
longer.  If done correctly, sometimes much longer.
3.  Don't use prongs that fit your description of "very little metal" or "thin
metal".  Prongs need to look proportionate the the work, but they do not need to
be excessively thin  The wire or shape they are made from can be thicker below
the girdle of the stone, helping the prong resist bending below the stone, and
the metal coming over the stone likewise can be quite sturdy, especially with
larger stones, where larger guage metal can be used.  Then shape the prongs so
they have a nice graceful shape rather than being clumsy lumps, and even with
sturdy prongs, you can have a good and delicate look.  One sees many antique
pieces where the metal in prongs now is excessivly thin, but it's a mistake to
think these were all made that thin in the first place.  
4.  Use chevron shaped prongs on points and corners.  Stronger than simple wire
prongs.
5.  dont set stones way up high in the air over a mounting.  They should be high
enough to display well, but lower is stronger.  Modern cut stones generally
don't rely for their beauty, of light entering the sides or bottom, so there's
no optical reason to totally expose the sides or bottom of the stone.
6.  Critical to long wear in a sitting is the way the seat is cut and fitted to
the stone.  if the stone is properly seated in the prongs, they will hold the
stone longer and much more securly than if the seat does not fit the stone well,
or is cut too far into the prong.
7.  and finally, though I'm sure I could add more to the above list, if long
wear and durabilty is the issue, then use another type of setting.  half bezels
can look very elegant, yet still show the profile of the stone nicely.  Full
bezels are less revealing, but can still show the stone to great advantage, and
a well made and well set bezel is highly durable.

Learn to do it properly and they don't fall out.

My mother's engagement ring is now 57 years old.

It has,  so far,  not needed tightening once.

I can recommend the short course in diamond setting run by the
University of Central England at the Central Jewellery School.

--
William Black

"Any number under six"

I am only a hobbyist, so please do nto waste too much tiime on this.

With kind regards to all thos who provide me with much entertainment and
information on this site
 - G.H.Ireland