Quote from Celerus »Commander's Sphere is a fine rock. For 3 drop rocks, I also like Darksteel Ingot and Coalition Relic. For 2 drop rocks, there's also Mind Stone and the cycle of diamonds from Mirage.
I like Sphere, Relic, and Chromatic Lantern just fine, but tend to prefer them in 3 CMC decks with 5+ CMC commanders. I think they're a bad fit for Saheeli, the Gifted specifically because you really want to ramp her out ASAP and because you rarely want to sacrifice your artifacts.
Mind Stone should already be in the base deck, but yeah in this case Fire Diamond and Sapphire Diamond are also worth a look although I personally find them worse than Fellwar Stone (enters untapped), Coldsteel Heart (a "diamond" that is whatever you want) and Everflowing Chalice (sick with Saheeli's second ability - a good curve could mean easily powering this out with 4-5 counters on turn four or five). You can also cut lands (possibly going down to 36) if you add enough 1, 2, and 3-mana rocks.