Allright, lets see if we can tackle these questions for you. First, cycling. To get your cycle started you should set up the aquarium. Most of the folks on these boards use a deep sand base for their substrate. Four inches of fine sand is the norm. Go to Home Depot and get Southdown sand, although the name has since changed from Southdown to some thing else...Oriongirl help! Anyway, you are looking for sand that reads "streralized" and "sandbox safe." It is *much* cheaper at Home Depot. Fill your tank with the sand, then add conditioned water. Get your heater and filter up and running. Once you have everything set, and your water has come up to about 78* temperature, you can mix salt. Get your salinity up to 1.021 - 1.025. I keep mine at 1.023. Take your salinity readings at least 12 hours after adding salt, as you have to let the water mix thoroughly. This is also why the filter should be running, so that you have plenty of water movement.
Once the tank is set up and running, you can cycle it. Do not use fish for cycling! Most will die during the cycle, and those who survive will have gill burns and very bad attitudes. To fishlessly cycle the tank, go to the grocery store, and buy a jumbo cocktail shrimp (uncooked). One will do fine for a 20 gallon tank. Then drop it in and watch it melt over the coming weeks. The rotting shrimp will produce vast amounts of ammonia, which your bacterial bed will begin to break down into nitrites. Then, a second bacteria will begin breaking down the nitrites into nitrates. When your water tests show ammonia and nitrites both at zero, your tank has cycled, and you can add fish. The full cycle should take anywhere from 4 to 9 weeks. My first cycle took nine weeks using damsel fish, and I lost 67% of them. I set up a second tank and did a fishless cycle, and it only took 5 weeks. I therefore highly recommend fishlessly cycling.
Now for your other questions. While cycling, you can test as often as you want. There are no fish to harm, so you don't have to worry about ammonia and nitrite spikes. Every 3 days should be fine. After you are done cycling, test your water when you feel the need. I test once a week, just to make sure everything is on the up and up. Measure your salinity often, especially with a 20 gallon tank. As water evaporates, it leaves behind the salt, raising the salinity of the remaining water. To combat this, you will need to "top off" the tank every few days or so with conditioned fresh water. This will return things to normal.
For water changes, you will need a mixing bucket or something else suitable. I use an old 10 gallon bucket. You will also need a heater and something for water movement. Instant Ocean buckets often come with a free minijet powerhead that is perfect for mixing. Add conditioned water, and let it warm to the tank water's temperature. Once the temperatures match, add salt, and let it mix for a day. Once the new water matches your tank's water in both tamperature and salinity, you may siphon out as much as you feel appropriate (I change 15%) from the tank, and replace with the freshly mixed water.
You mentioned that you don't want live rock. That is totally your choice, but I should tell you that fish LOVE live rock. It gives them hiding places, and makes the tank healthier. If you aren't going to use live rock, at least get some base rock and make a lot of crevices and nooks for the fish to conceal themsleves in. Dead coral is okay, but your fish will stress out without adequate cover to hide behind.
I know it sound like a lot at first, but once you are done with the cycle, SW tanks aren't that bad. Oh, watch out for something. Sometimes during the cycle the tank will begin to reek. This is because there is a rotting shrimp in it. Some people experience this, some don't. If your tank does begin to smell, it will go away in about a week. Just get a glade plug-in, and try to ignore it.
