I have three cichlid tanks going right now, plus dwarfs cichlids in my community tank--love them all.
Weekly water changes of 25% is recommended for all fish and only treat the tank with dechlor. Personally, I use canister filters on all my tanks 29 gals and over. HOBs such as Aqua Clear and biowheels also work great, but I like the ability of adding whatever media I choose.
33
gal is on the small size to house semi-aggressives and aggressives. This is a great link with all sorts of fish info--scroll down for cichlids:
http://www.mongabay.com/fish/species_index
I suggest brichardi, Julidochromis, kribs, Acaras, rams, or Apistogrammas--NOT ALL IN THE SAME TANK! For a 33
gal, you could have a nice species tank with the acaras, a great mix of dwarfs or a nice assortment of Lake Tanganyika cichlids--including the brichardi and Julidochromis. Shell dwellers are tons of fun too!
You will want to stock your tank with fish from the same origin. All cichlids that I have run into like to excavate, so smaller gravel or sand are good substrate choices.
The key to successful cichlid keeping is research!!