I'm not very experienced, but I will tell you how I setup mine, which is still running fine now (2 months).
What you must have:
-Better then recomended filter. (for my 10 i use a 30g recomended filter)
-Very reliable heater.
-Top w/ Light
-Hydrometer
Most others will reccommend a water test kit to track your amonia and nitrate levels. I suggest this too.
For filtration and heating, I use a Penguin 125 (BioWheel) and tronic heater. I'm doing a standard crushed-coral base with a few pieces of synthetic coral. You will want to use the best water you can fine when setting it up. Reverse-Osmosis, Distilled, anything but City water. I live outside of the city - thus we had to drill our own well, so my water is very clean. You also want to keep an eye on PH levels of your water.
The first week I setup the tank, the layour, then filled the water, set the salinity to around 1.024-1.025. With a 10 gallon you will want to try and stay on the low end, as you will see rapid increases in salinity due to evaporation. Let the tank cycle for a week (at least) and let the bacteria develop. Monitor the water carefully.
The second week I added 2 Blue Damsels. They are very tough fish, and are not expensive. They are a little aggressive, but 2 small ones should do ok in a 10g tank. See how they do and allow them a week or so to get situated.
The third week I added a Coral Banded Shrimp. And a couple days later I droped in a Red Hermit Crab. The hermit crab will churn up the gravel and help to keep that brown algae that develops at a low.
From there it has slowly become a growing tank that is very enjoyable to watch, despite its small size.
Im no expert, but my tank is working and is well balanced.
Expect to do 25% water change every week with a 10g.