What size tank you thinking about? I started a 29 gallon tank! I spent around a grand for it. It can be expensive but if done right it can be less than what I spent.
I will give you a list to start a 29 gallon.
2 Nano Power heads.
Amazon.com: Hydor Koralia Nano 240 Aquarium Circulation Pump 240 GPH: Pet Supplies
1 Fluval 206 canister filter (this is where people will tell you different. Each have their own opinion. I am still using mine and have not had any issue. The key is to CLEAN the canister out every two to three weeks to avoid a nitrogen spike. If your just doing a Fish only, than you should be fine, but if doing a reef tank than you will need a sump filter.)
Amazon.com: Fluval 206 External Filter: Pet Supplies
I got this skimmer, it's very good for anything up to 75 gallons! Beyond that you will need a Bigger skimmer.
Amazon.com: CoralVue Technology BH-1000 Octopus with External 1000 Pump for Aquarium Filter, 100-Gallon: Pet Supplies
If your going smaller, I would suggest.
Amazon.com: CoralVue Technology BH-100 Octopus Hang-On Back with Surface Skimmer for Aquarium Filter, 75-Gallon: Pet Supplies
I got live sand, you can go with a cheap sand that is not live, but I would suggest live sand. Only because it helps with the cycle process and it speeds it up. Normal sand will become live over time, but buying a bag of it just speeds up the process. I got 60 pounds. I suggest a little less for you because my 60 pounds gave me a 3in sand bed in my 29 gallon. Maybe 40 pounds! Almost anything from this list will be good!
Amazon.com: Live Sand
Live rock! Now the same as sand, any rock you get will become live over time. I bought 50 pounds of Live rock from my LFS and it cost me around 250 dollars. My suggestion is not to get 50 pounds of live rock for a 29, as it over filled my tank and didn't leave a lot of swim space. The rule is normally one pound per gallon of fish tank. To be cheaper buy maybe 10 to 15 pounds of live rock and than a few pounds of base rock. The base rock will become live over time.
Base rock is not live! You can find it at your LFS. Here is a list from Amazon.
Amazon.com: aquarium base rock
Live rock is live and comes with some surprises! Because it's live and sometimes pulled right from the ocean.
Live Rock and Live Sand: Live Saltwater Aquarium Rock and Sand
More expensive, but well worth it sometimes. Most LFS with saltwater fish will carry live rock.
Of course you need the normal stuff, heater, temperature gauge, and so one.
When it comes to water changes, I would start out once a week with 10%. You don't need to buy your water from the LFS, all you need is Reverse Osmosis water. Nothing really special and a lot of grocery stores sell it as well. However, if your LFS is cheaper with the R/O water, I would buy it. You will also need salt to mix with the R/O water. A lot of people use this.
Amazon.com: instant ocean
Don't forget the
Amazon.com: Instant Ocean Aquarium Hydrometer: Pet Supplies
Important for salt mixing! Good luck! I will be back to help out when needed!