your first step is to read this
viewtopic.php?f=5&t=23675
the next step is to have lots of patience
cold water marine takes longer to cycle than a tropical marine and both take longer to cycle than freshwater tanks
if you have access to fresh clean natural salt water (NSW) you can set a tank up from scratch by doing 2 x 25% or 1 x 50% water changes weekly
As to size of tank and the type. Basically the larger the tank the better (easier to keep water condition stable), and large surface area on the tank is better than a narrow deep tank
having a sump on the tank is better than canister filters, these can be used but may need the filter media washing in NSW frequently
you will need some clean coral rock as this is more porous and makes a good home for the beneficial bacteria and pods (that will help maintain your system) to live in. You can use live rock from a tropical marine tank but some of the bacteria etc. may die off.
will add more later