Where to start?!
First off,
WELCOME, to ReefCentral
Your first bet is to start looking at other peoples tanks here to get an ida about what type of tank you want and how far you are willing to go with it. The most expensive tanks are the one's whos owners keep changing their minds on what they want.
This is simply too broad a question to answer in one post.
Ok, lets try though.
Do you have a tank already and if so what are all of it's specs?
If not, how much space do you have, how much time can you devote to this hobby? A good estimate of costs for a full blown reef are between $30-$50 per gallon. I built my first one for about 2$ a gallon but I spent ALOT of time making bits and pieces myself. Where do you fit in here?
This is a great world you want to enter, but it is only as rewarding as your devotion to it. If you can not spend the time learning, it will be a frustrating experience as your tank fails again and again. But, there is no reason whatsoever why you can not build a succesful system off the bat.
Tell us what you have now, and everyone here will try and help you put a system that works for you together!
Good Luck,
Will