We have a 29 Gallon tank that we've just started, and felt the same way about having a sump, until one of the nice guys on here turned me onto CPR Overflow Boxes and RIO Submersible Pumps
In our tank, we have the overflow box on the back, which draws water from the tank, into the sump (via siphon, which I would also recommend using an AquaLifter pump as well, to keep the siphon even after a powerouttage). Now, this requires a bit of plumbing on your part, but can be easily achieved for $10 at Lowes or Home Depot by obtaining some PVC
, and some fittings, as well as some PVC
Once the water is in the Sump, you can do your filtration, heating (or cooling), etc. and then return it to the tank using a submersible pump.
The size of the return pump varies, depending on the amount of head height, and the output of the overflow box. We're using the RIO 14HF, and the CPR CS 100 (overkill on our part). The overflow we have is just too big, which we didnt realize until we had it plumbed ... and couldn't return it, but it works great, nonetheless.
There are a lot of options, and having a sump, from what I understand makes your tank a lot more stable, because of the additional water.
I hope this helps ... and anyone who disagrees ... PLEASE correct me!