Sounds like you know what you want to do, so that's good. JOM20 gave you some good advice about the sand and rock and i fully agree. You don't want to leave any gaps under the rocks because that could spell disaster.
You're going to want to check out this thread to get a detailed idea of the things you will need:
Stock list and tips for maintaining your SW tank.
Since you have a tank under 40 gallons, a protein skimmer won't be necessary since weekly PWC
's will accomplish the same amount of filtration. Also, you will want a good ratio of live rock to water(about 1.5-2lbs PER gallon) to establish a good ecosystem and for biological filtration as well. So with weekly PWC
's and the proper amount of live rock, you should have all the filtration you will need.
Definitely want to get a heater because the temps need to be in the range of 78-82 degrees Fahrenheit for tropical saltwater livestock.
Also, you may want to consider buying an RO
unit, since there are many chemical/elements in tap water that can turn a saltwater tank nasty REAL quick. Plus, it's better for the livestock, and you won't need to worry about chemicals to clean the water since the unit removes 99% of all contiminants from the water that is going through the unit. What comes out the other end is pure RO
water. Which is the best you can do for any saltwater tank.
You're also going to need something to measure and keep track of the salinity of the water. You can choose a hydrometer or a refractometer, however, most hydrometers give people more headaches than results, and a refractometer is highly recommended. And you can find them fairly cheap on ebay. I got mine for 25$ shipped. If you go through retail sites they usually cost you 40-50$.. so try ebay before any other places.
Anyways, i think it sounds like you know what your doing so far since you know you have to cycle before anything. It's in your best interest to check out this subforum:
Saltwater & Reef - Getting Started - Aquarium Advice - Aquarium Forum Community
TONS of questions there are answered about getting started with your saltwater tank and chances are you may be able to find the answers to some of your questions with a tiny bit of searching. You will find tons of great information that will aid you in the beginning of your saltwater journey here on AA, so stick around, ask questions, and research! Research is key.
Good Luck and Welcome to AA!