FW - HOB filters
SW - IMO there are 2 ways you can do this. You can spend a lot of money on the initial setup (rocks, skimmer, fuge, etc) and save money in the long-run. Or you could spend very little on initial setup (buy simple HOB filter) and end up spending a lot more in the long-run. The difference between these 2 options are mainly cost in salt for water changes.