Did someone say Mentor?
Where in Texas, I have found it helps to have a tank buddy or tank mentor. some one you can discuss issues with, and develop your plan as Marc suggested above.....
First Step: RESEARCH! Like melev said, plan out something before you really start buying lots of equipment, especially if you're budget limited. If you're serious about setting up a reef tank for the long term (years) I'd invest in a good, all around reef aquarium book or two. Always good for an immediate go to reference when you don't want to wait for replies online. We could recommend some if you're interested.
well for starters you're probably going to want a sump, a skimmer, a return pump, some lights (T5's are my personal favorites), and some internal water flow provided by powerheads. From there you'll need sand, live rock and some patience to let it sit for a month or more.
The best thing you can do is make a plan. What kind of livestock do you want to keep? What kind of fish, specifically? This dictates the equipment needs for the system. Do you just want something you can set up in the next six weeks to enjoy, or do you want to map out a really nice system now and build it more slowly? Those choices help us help you. I'm subscribed, so just speak your mind.