For now, while you cycle, all you need is ammonia, nitrite, and nitrate.
After you cycle, but before fish, you'll want to know your pH.
As you start adding coral, you'll want tests for calcium and alkalinity. A test for magnesium and phosphates probably also wouldn't be bad to have, but not required.
A good value for your money (in my opinion) are API tests. I believe they have a Saltwater "Master" kit and a Reef "Master" kit that contains many of the above-mentioned tests. As you get a feel for how deep and involved you want to get in the hobby, there are more accurate test kits that you might want to invest in. For example, I use API for everything except nitrates, calcium, and phosphates. For those, I use Salifert. Just something you'll figure out as you go along.
As thincat mentioned, you really need a refractometer to accurately keep tabs on the salinity. Folks try to get by cheap with a swing-arm hydrometer, but in the end they end up buying the refractometer. For $50, a refractometer is about the best investment you can make, especially if you're going to keep corals.
I just asked who "he" was, because I was thinking it might be someone at a LFS
that was setting up the tank for you. Sometimes, LFS
advice and the advice you get here tend to give conflicting information, so that's just something to keep in mind. Some LFS
don't necessarily have the interest of the customer or fish foremost on their mind. Not saying that's the case with yours.