[FROM: Matthew Lowe]
Beyond the advanced areas of the special events, Amethysts are found primarily in Scandinavia, the region of the game you will travel to after you complete the quests in Egypt. There, they are found in a high energy (compared to others in the region) repeatable mine as well as select regular mines. They are used towards purchasing better-than-average pieces of equipment for your camp.
The same holds true for Rubies for China, the third region of the game.
If you can swing the energy, it is definitely recommended that you collect these precious stones now, as it will give you that much of a head start on collecting them towards equipment when you unlock those regions.