Okay, there are three types of marine setups. Fish only (FO), Fish only with Live Rock (FOWLR), and reef tanks. FO and FOWLR tanks usually will have some kind of external filter or HOB filter. It helps with biological filtration and adds water movement. The reason people don't use external filters or lots of mechanical media in reef tanks is because they tend to cause nitrates, which aren't particularly good for corals. Virtually all reef tanks contain live rock, because it acts as biological filtration. Sometimes people will have HOBs or externals running chemical media, like phosban or carbon.
So basically, in FO tanks there is almost always some kind of external filter for biological filtration. The filter will usually have bioballs or sponges. There might be a skimmer.
In FOWLR tanks there is obviously live rock, as well as mechanical or biological filtration. It depends on whether or not there are invertebrates. Inverts can't take high nitrates like fish can, so sponges/bioballs would have to be cleaned often or not used at all. There might be a skimmer.
In reef tanks there are usually no mechanical or biological filtration, other than live rock. There are too many inverts and corals and things that won't do well with nitrates, and the live rock will usually provide all the filtration needed. There is probably a skimmer. But it's still not required.
I hope this makes sense...