So many options here... Here is what I did with my little 29 gallon reef:
Get the tank home built and the tank ready for water.
Make sure that any plumbing penetrations that will be needed are in place and ready to go. Install valves just outside the tank so that water stays in the tank.
Get your RO
system setup and decide what you are going to use for fresh water storage as well as salt water storage.
Buy your substrate and Live rock. With all of that and the salt water in the tank you are on your way to the land of cycling and curing live rock. All you really need is a couple of power heads and a heater. At this point, lights are not needed or even wanted for that matter.
While your tank is going through it's cycle you have time to get your sump and maybe lights in order. I went a couple of months without a sump on mine and even with such a small tank things seemed to go ok.
Once your nitrates show up and the place is safe, you can add a few fish if you really want something to look at.
I'm a firm believer of going at this in a non rushed manner. Maybe too slow for some.... But I think it pays off in the long run.