There are over 1600 named species of Cichlid (and possibly that many again still undescribed) ranging over three continents and an incredibly diverse range of habitats, and growing anywhere from 2" to 3' in length. You many need to be a little more specific!
But I'm going too hazard a guess that you're talking about African Rift Lake cichlids. I'll let one of the more knowledgeable keepers answer the first four questions (South American cichlids are more my thing), but as for the last question, you certainly don't need a sump, but you do need good strong filtration (and regular water changes) to keep the water clear and healthy. It doesn't matter whether that comes from a sump, or canister, or any other method, although the oldschool UGF is generally avoided as the digging habits of many cichlids will render them useless.