Depends on what size tank you use, whether you want live rock and/or live sand bed (which I personally wouldn't go without either), what type of filter system you choose to use, what type of lighting you need or want, protein skimmer, calcium reactor, sump, refugium, powerheads, heaters, blah blah blah...
Some options are more expensive than others and there are ways to get around most of the more "expensive" items...such as using Ebay or trade/buy/sell forums or building them yourself. However, some items are worth the money and I wouldn't suggest going the cheap way out.
Some decisons would have to be made about lighting, for example. Depending on the tank size and what you were housing (corals, live rock, fish only etc) you might be able to get away with using something similar to Coralife's Aqualight or you might need to fork out some extra cash for metal halides which can make a world of a difference cash wise.
Say you were setting up a 30g. I would say, AT CHEAPEST, you might spend $300 just setting it up. I'm not including costs of live rock and such. This price mainly includes filter, lighting, protein skimmer and a heater. You could hold off on a protein skimmer until you get an algae bloom, but I'd have it hooked up beforehand. I've found the ones with the UV sterilizer to be overrated, especially when keeping corals.
Oh, goodness. This is such an easy...yet supremely complicated question haha.
I'll try to find you some links that might help you...it would help to know what size tank you're interested in and what kind of fish/inverts you'd like to keep.