Amethyst is found in many locations around the world and is fairly common. What is less common, however, is good quality amethyst that has pleasing color that is even throughout a gemstone with few or no inclusions. Veils or lines are common in many crystal structures but are especially common in amethyst.
I have sourced amethyst from a few locations and what I look for is really pleasing violet hues. Not too dark but also not too light. Some of the best that I have run across comes from Rwanda. The material has even color (fewer light areas that I have to cut away) and very few inclusions. Bolivia is another source of high quality amethyst.