There are many different kinds of starfish. Some brittle stars and some serpent stars are reef safe, some (like the green brittle) are not. A lot of people think serpents are fish-eaters, too. I've never kept one, so I don't have any experience with them. Brittles and serpents are scavengers and are easy to keep.
If you look around RC and Wetwebmedia, the news is not encouraging for other kinds of sea stars that you see for sale in the trade (linckia, fromia). Little is known about what they eat, and many (if not most) will eventually starve to death in a home aquarium. Definitely not a good choice for a new tank.