First and foremost, decide if you're starting with a nano (under 29 gallons) or a larger tank.
Personally I recommend you start out small, with a 20 gallon long, or, if you're ready to try reef, a ten gallon. A ten gallon is MUCH cheaper to light and you can grow soft corals to your heart's content without worrying about additives or anything like that. A lot of people say starting small is a bad idea, but I think this isn't true. I've seen 55 gallon tanks fail for the same reasons small tanks fail... people get lax, get impatient, or don't know what they're doing... the size of the tank in my experience doesn't have anything to do with it.
As you can probably tell, I'm biased toward nanos, and I personally would never start a saltwater tank larger than a 20 gallon long. Too much money, too much equipment, too much that can go wrong... with nanos, their care is very basic... strong water flow, live rock, and weekly water changes. Once you get to know your tank, you know what you can get away with and what you can't... then again this goes for larger tanks too, but then you're talking about much bigger water changes, usually 3 times as much equipment, etc.
But nanos are very limiting to what fish you can keep. In a ten gallon, one fish would be best for the first couple months, then you'd be maxed at two... and I'm talking percs (not maroons as they get bigger) and gobies and smaller fish.
I am personally on a very tight budget and I have a nano reef with a clownfish and a mandarin fish, a bunch of soft corals, and many other inverts. But even if you decide to go with a ten gallon, you're looking at a 200 dollar investment, minimal. If you double that size, it just gets more and more expensive...
Also, with nanos, protein skimmers aren't usually attached to the system, and they aren't really necessary. This will save you an expense, as well as the hassle of dealing with more equipment. If you ever get a foamy or scummy buildup on the surface (this is very, very rare in my experience), kill power to the powerheads or filter and use a net to scoop away the scum.
If you're all about the fish, I'd start with a large system, 40-55 gallons, and keep it FOWLR (fish only with live rock). However, if corals are your thing and you're on a budget, I recommend starting a nano.
If you're interested in nanos here are some good posts in the nano section to help you along...
http://www.myfishtank.net/forum/showthread.php?t=33067
http://www.myfishtank.net/forum/showthread.php?t=26026
Good luck and have fun starting out!