Hello HC, that is a nice list you've created but perhaps not appropriate for your tank size. I'll try to offer my insight in response to your questions:
1) it's not too many fish, but the Tang is going to be a problem. It needs open swimming space of +/- 6 feet, or in other words a 100g+ tank. They can be aggressive, and they are messy eaters. Considering that you don't have a skimmer, even if the tank had the room, I would still advise against a tang as it will be tough to maintain water quality with one and no skimmer. I'd suggest you look at a blenny or another goby instead of a tang with your current tank size.
2) With a tank your size, you need to add one fish at a time, ESPECIALLY since you don't have a skimmer. I recommend waiting at least 4 weeks after adding one before you add the next. The longer you wait the better, as your LR will need time to adjust to the increased bioload. I suggest starting with the Firefish, then the RG, then the Clown last. The clown will be the only aggressive fish in the bunch. If you decide to add another peaceful fish to your list, then add it before the clown too.
3) The fish you picked are all compatible, even the tang, but again, no tangs in a 40g.
4) Nems take perfect water conditions and intense lighting, beyond the needs of most other livestock, so before talking about the type of nem, let's talk about your setup a bit more. First, what type of lighting do you have? Second how long has the tank been setup? It is usually not recommended that you add a nem to a tank younger than 1 year as the tank's parameters lack the maturity to provide the nems needed stability. I would suggest you read up a bit on the use of a canister filter for SW as most people have found that they contribute to water quality problems in the long run. They're designed for freshwater to build up bacteria and then allow waste to filter through them and the bacteria processes the waste. In Saltwater we have found that by the time the bacteria level gets high enough that it would function as described, they are often full of algae and they tend to produce more nitrates than they are capable of removing from the water column. The result is that they have to be cleaned frequently, as often as twice a week, and most hobbyist don't find the benefit of what they do pull from the water to be worth the time required for cleaning and upkeep, so for the most part we don't use them. It's a great tool to have around for quick polishing under special circumstances where you want to run activated carbon, but I think you'll find that running 24/7 will be a mistake. I would suggest you retire the canister, and purchase a quality skimmer instead. If you do decide to get a skimmer, make sure it's bigger than just a 40g as you really could get by without one at all, just doing weekly water changes, so if you buy one you'll want to make sure it will be suited for any potential future tank upgrades.
