IMO one of the biggest draw backs to a central filtration system is the fact that they all share the same water, and if some kind of sickness breaks out in one tank, it may very well end up in all the tanks.
But for large multi-tank setups it can be very efficient and easier to maintain than individual filters, so the good can out weigh the bad. They can be a pain to setup, but once everything is going it seems to get easier. You can do water changes all at once from the large sump, add any additives if you need to and so on.
How to go about it? Words can only help so far. You need to get in touch with someone who would be willing to allow you to check out their system for your self. I'd say you'd learn a whole lot more that way as you can see everything in action, what you like, what you don't like, and where you want to take your own system. You might ask nice and see if anyone around you would help
Check out:
GCAS.ORG - Welcome . Good bunch of people, and could probably find someone close to get an idea. HTH.