Rarity-wise, I’m not sure as of this moment.
Slot wise, they seem to follow certain patterns. For example, the majority of Schwarzer Reiter gems all go on Subweapons (i.e. Pistols), and Peltasta’s Shield Lob Gem goes on a Subweapon as well.
Almost all Pyromancer and Cryomancer skills are Weapon gems, with the exception of Snow Rolling which goes on Boots.
I’ve made a spreadsheet which lists the raw data on gems, sadly I’ve not found the effects of all of them, but this lists what monster drops it (via the KR name and the icon used) and what skill the gem effects, and what slot it can be socketed to.