What size do you want? Buy the biggest you have space for, in your home and wallet. Do you want corals? If so, what types? You will also need live rock and sand, those will be your filtration. I suggest buying 2 lbs per gallon sand and 1-2 lbs per gallon of rock. You can also buy a couple pieces of live rock and the rest dry, it will become live with time. Two great places are TampaBay Saltwater for "The Package", which is an AMAZING DEAL for your live rock and clean up crew or MarcoRocks.com for dry or base rock.
Your clean up crew should consist of:
1 each for every 5 gallons: Astrea, Cefrith and Nassarius snails
1 for every 3 gallons: Blue or Scarlet leg hermit crabs
1 for every 10 gallons: Turbo Snails
1 total for every 50 gallons: Serpent or Brittle Starfish
Your circulation should be roughly 30x the tank volume per hour via multiple strategically placed powerheads. 2-4 works great as long as you place them well.
Lighting is what gets expensive. This depends on corals you want; if you dont want corals, almost any aquarium light will do good for just fish.
Sumps are an optional form of filtration and arent needed, however a protein skimmer is in larger tanks. Once you choose a tank size we can give you more specifics.
Good luck and welcome to the forum! Once you get going on a tank, make sure to post a thread in the tank showcase section so we can follow along! Theres also an articles section that you should take a look at, theres some really good stuff there.