Ok, You will want a tank with built in overflows. these will run to a sump or "fuge" that you can load with extra Live Rock and Live sand to help out your tank with filtration.
for a 125 gallon tank you will want probibly close to 200 lbs of live rock. ( live rock takes care of the filtration by the way)
a nice Aqua C remora with the in-sump attachment would make a great protien skimmer, and you will want enough powerheads in the tank to turn over the water between 10 and 20 times an hour. (thats 1250 to 2500 gallons per hour)
I have always loved canister filters, and I, and some friends of mine, think they work really well on a SW
tank. You could add one to your tank to help out your Live Rock a bit. I have one loaded with activated carbon on my 37 gallon and my amonia. Nitrite, and Nitrates are at a rock steady 0. (but, my bioload is still rather small.) If you were to get moray eels, lionfish, puffers, or any other messy eater, the benifits would be much more apparent.
Hardware: 37 gallon SW
tank and stand by Oceanic Systems, Magnum 350 Pro Canister Filter (half carbon), CPR Bak Pak 2R skimmer, Maxijet 1200 Powerhead, RenaCal 150 W heater, Compact fluorescent lights with moonlights. 40 lbs of liverock, 3" sand bed.
Software:2 Tank-Raised Ocellaris Clowns, 1 Purple Firefish, 1 Electric Orange hermit crab, 18 Blue Legged hermit crabs, 8 or so Nassarius snails, Xenia, Blue, green, and Green Striped Mushrooms.
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Central Illinois Marane Aquarist (CIMA) member.