I'd start obviously by getting yourself a tank...since you have others telling you to hit up craigslist or whatever should go unsaid.
You will need to figure out filtration first. Unlike fresh, saltwater does not rely on mechanical filtration alone, especially since you want to go reef. You will want a sump setup to go along with your tank. This setup will need to be able to hold a refugium at some point. You can either get yourself a drilled tank, build in overflow, or a HOB overflow.
The main filtration in a saltwater system comes from the rock and sand and the bacteria that grows on it. For sand, I would recommend an agrigate based sand. Dr. Foster and Smith's site has lots of options on their site regarding sand. This will help you balance your pH. As for rock, there are lots of places online you can look. You can get yourself macro rock to save some money, but I would recommend getting some live rock to help you seed this. There are some great prices from sites like saltwaterfish.com in terms of LR, and this is where I order mine from.
Focus on getting your tank and a smaller tank, like maybe a 40 gal breeder or a long tank for this if you are going to make your own. Then research live/macro rock and sand. Once this is set and established, you get to research livestock and what you will want your "must have" fish or coral is going to be. You will then research the rest of your livestock making sure that it is compatible with your "must have" critter.
