I would suggest that you get some really good books and read everything you can on various forums and websites.....
http://www.wetwebmedia.com/
Had I read everything in this thread when I was starting out I would have been extremely confused. There are some basic ideas that are not that costly to follow:
Go as large in size as you can afford. Mistakes and problems are easier to handle with large water volumes than small. ie. water quality is easier to maintain in larger volumes.
Basic filtration: Live Rock!!! It is worth every penny and it can be the most expensive thing you add to your tank. The rule of thumb is approx 2lbs/gallon. This will give you all the biological filtration you need besides adding esthetic value.
If going with a sand bed, go deep my friend and forget the plenium. They are nitrate traps as are canister filters/wet/dry filters and any other filters that use synthetic media. A working dsb of 5-6 inches will provide nitrification that you need. You can do this fairly inexpensively using play sand (Personally I didn't, I used Aragomax & Carib Sea) seed this with a couple of pounds of live sand and you are good to go.
Add to this a good skimmer. I personally like the Aqua C. Remora Pro. It does a great job and hangs on the back. Installs in about 5 minutes and once broken in (about a week) will pull lots of crap out of your water.
The second most expensive item will be lighting.......get the best lighting you can afford for what you eventually want to keep in your reef. Spending mega bucks and then wanting to upgrade in a year is silly......save your pennies and buy the best you can now.....
Water movement......add a few good power heads to keep the flow at about 20+ x per hour a good heater and then let this all settle and cycle for a couple of months........and you are all set for fish
Oh and did I tell you about salt mix/test kits (my favourite being my refractometer) and all the other goodies you will want......