You can go natural without all the extra's.

I had a seahorse system set up for years with no filters at all. Everything was fine. I also had a system setup with only a refugium as a filter for over a year and all was fine as well. There are some very succsessful longterm seahorse keepers who use only an airhose.
Honestly I'm not a big skimmer fan. I have a nice one in the garage, not on a tank. They just aren't that great IMHO. I do love the macro's for nutrient export.
When your looking at setting up a tank you have to think what each piece does. There are many ways to setup systems right, and there are many who throw a bunch of different ideas together without understanding that each thing has a function.
It is possible to be very succsessful with natural filters, or with mechanical filters. You just have to figure out what it is you are trying to accomplish.
I switched to mechanical for a couple different reasons. Mainly I wanted some UV protection after my 5 year old WC died suddenly. Probably old age but still wanted to protect the other 5 year reidi that was in the system ( I still have him ! ).
There has been times over the last year when I have turned all the filters off for extended periods to help keep the shrimp fry alive long enough to be food, even got a couple peppermints to adulthood.
Both setups have pros and cons. If you have never kept salt water fish before I say get a nice size cannister, hook it to a UV, maybe through in a refugium with some EcoSystem Mineral Mud and some caulphera. If you have been around a minute, just try to figure out what you are tryingto accomplish.