Yeah, the Red Sea ones you can get everything included in one price for about $500.
The cheap ones you see are just an ozone generator. You'll still need to supply everything else.
The Red Sea model on Marine Depot that costs about $500 is a 200 mg an hour ozone generation rate (you typically want about 1mg an hour per gallon of water) and a ORP probe and a controller. This lets you pick an ORP level, usually around 350-375 and the ozonizer only kicks on when your ORP drops below that level.
This helps keep the water clear, kills everything the ozone touches and keeps the water highly oxygenated. I've always bought a protein skimmer that has an ozone input, it is very easy to hook one up then. As the guy above me said, it does make your protein skimmer react differently but I was still able to get skimmate out of mine. It just was a lot whiter/chalkier than the deep brown sludge I got out previously.
The other nice thing is my protein skimmer really moves a lot of water. I know that a LOT of water is getting cleaned, whereas a UV typically doesnt move near as much water through it, so I feel ozone attached through a good skimmer definitely erradicates a lot more parasites than UV can, unless you have a super oversized UV.