This is the way I would set up a brand new tank:
First, purchase tank and stand, salt, a refractometer, apowerhead or two and a heater. While I was at the store I would buy a Test Kit for Alkalinity, Calcium, pH, Nitrate, Nitrite and Ammonia. I would also pick up some live sand and (water conditioner if FOLWLR) some RO/Di water (app 60 gallons).
Second, I would go home and set up said tank and stand, and fill it with (RO/Di water if I were planning on a reef, or conditioned tap water if FOWLR) water and salt mix. I would hook up the powerheads and get the water moving so the salt did not settle (you could also premix the saltwater in 5 gallon buckets). I would add whatever Live Sand I bought and turn on the heater.
Third, I would have ordered some Dry Rock and Dry Sand off marcorocks.com
a few weeks ago. I will add these to the tank now so that my tank had a 4-6" sand bed and looked to be about 1/2 - 2/3 full (volume-wise) with Rock.
Next, I would go to the LFS and pick up about 15-20 lbs of Live Rock to "seed" the Dry Rock I had put into the aquarium. I would get this home as fast as possible to minimize die-off.
Now I wait. First Nitrites and Ammonia will test zero, and I will have a Nitrate Reading. Next I will wait for the Diatom Bloom (a rusty looking algae that covers the rocks and sand) to come and pass. Next I will wait for the presence of copepods and amphipods and other microfauna to populate my tank. Finally test for Alkalinity and Calcium to make sure they are in the correct range: Alk ~ 8-12 dKH and Calcium ~ 400-450 ppm.
After the tank is stable and has shown all the signs of maturity, I will buy a fish to quarantine. At the same time I would hook up the protein skimmer I had purchased and start running it. If I hadn't picked up lights yet, I will make sure to have them on a timer by the time I add my first fish. It is vital that you quarantine fish for a period of three to four weeks to make sure they do not have any illnesses or parasites that they can infest the display tank with.
Finally add fish and enjoy. Any questions?