You should definitely get involved with you local marine aquarium society if you have one. The members will help you get familiar with the equipment, and probably sell you used equipment, including aquarium relatively cheap.
If you don't have a local marine aquarium society, make sure whatever fish store you go to has knowledgeable employees that can give good advice, and not just "Good salesmen".
Like the others said, prepare to spend a lot of money! Your setup will be the greatest expense, but in the long run, will be very rewarding. The best thing you can do in this hobby is BE PATIENT!