Plenty of cover is a good idea with multiple caves. Rock piles and driftwood can be used for this purpose, and dense plants will be a help too. For apistos, it's usually best to have a trio of one male and two female fish. Be very careful about the sexes, as you will definitely run into problems with two males.
Here are some different options for small cichlids:
Rams - there are both the German blue and Bolivian rams. The Bolivian rams are hardier but get a little bigger. The German blues are often injected with hormones to "color up" but this results in most of the fish being male so getting a pair can be difficult. There are also different morphs of blue rams such as gold rams, long-finned varieties and even balloon rams. Avoid the balloons, as there are a lot of health issues involved with them. Kribensis
- Like the rams, they would do best as a pair rather than a trio. There are regular ol' kribs, but there are also plenty of more expensive species with different looks, including wild-caught specimens. Kribs are very hardy fish.
Apistogramma - Like I mentioned, a trio works best for these guys. There are tons of varieties with a huge range of prices. Some of the more expensive ones are some of the best looking freshwater fish, in my opinion.
Nannacara - Another type of dwarf cichlid from the Americas. Their care is similar to the apisto.
Shelldwellers - there are some shelldwellers from the African Rift Lakes that stay very small and would work in a 20g. Here's a site with articles on shelldwellers: Shelldweller corner
Jewel Cichlids - A little bigger than most of the others, with males getting between 10 and 15 cm. You could house a single fish or perhaps even a pair in a 20g, but you would be limited in the number of tankmates. They're West African riverine fish so their needs are similar to kribs, but they are also very hardy. They can be fairly aggressive.
Egyptian mouthbrooder - These Lake Victorian fish can be hard to come by but are are very cool. One male and two females would work well. Badis badis
- although not actually a cichlid (they're more closely related to gouramis) these fish behave similarly to dwarf cichlids. They can also be difficult to come by and often require live foods rather than prepared foods.
You could also house a single convict in the tank. A pair might also work but you'd be overrun with fry in no time.