You can use a plastic container just make sure it's a good strong one. Best plan is to get your skimmer first, then make sure you set up the sump to accomodate it, plus a bit of spare room you may wish to add more equipment in the future, it's good to have the room if you do. Nearly all sumps are glass or perspex but i used a plastic tub on my propagation set up it was fine. If your skimmer is a type that releases bubbles into the sump, you may wish to fit some baffles between the skimmer and the return pump to prevent bubbles getting pumped back to the main tank, in this case a glass sump is good as glass baffles are easy to silicone in.
Return pump, any pump that has enough pressure rating to get the required turnover of water back up to the main tank.
Coral for base, you mean rock? If so, get about a kilo of coral rock to each 10 litres of water in the main tank. Read up about curing rock. This will supply the filtration for the tank.
Don't put a lid on the tank. Few marine tanks have one because of heat issues plus to get gas exchange at the water surface.
Water filter, don't need one in a marine tank, this job is done by the coral rock (liverock), and the skimmer. In fact, cannisters, hang on filters and similar have a harmful effect on a marine tank, save the money it would have cost and put it into a quality skimmer.
Test kits, if you plan on growing hard corals you should get a calcium, alkalinity, and magnesium kit. If you want to monitor the cycle you need ammonia and nitrite. For ongoing monitoring you need a nitrate kit, plus you need a way to measure salinity, which in a tropical marine tank should be around 1.025. Don't get a swing arm hydrometer they are unreliable, get a sinking hydrometer or best of all a refractometer.
Powerheads, the best thing for a marine tank is some tunze streams, or nano streams. they make heaps of flow and clip to the side of the tank with a magnet, never fall off.
K rating of halides, 14,000k is a good balance of useable light for the corals, while looking good for us to look at.
As per Conch, all this can add up, a Red Sea Max can be a cheap option, just depends how big you want to go.