I have every type of setup right now, a tank not drilled with a hangon overflow, a few drilled tanks and an all in one. In my opinion, if you are just starting I would go with the all in one. Just make sure it is capable of keeping what you want to keep or you will end up spending more money. Lights would be the first thing I would consider and think about what if any corals you want to keep. AN all in one makes it pretty darn simple to setup and maintain and you typically get everything you will need, well, depending on the all in one you are looking at.
The red sea max is kinda an extreme example, it is capable out of the box of doing most anything you would want, it has a skimmer, a control panel, everything. lol
180g Reef - 60g Rimless Reef -90G FOWLR- 125g Malawi Cichlids- 40b REEF- 34g Fresh Planted-working on- 20L FOWLR- working on
I have a mix of many different saltwater fish amongst my tanks, but I love my Tangs most of all.