I would suggest reading the pinned and FAQ threads, as all this is detailed therein.
However, in case three are any lazy readers:
In Marine tanks with Live Rock, the LR is the filter, containing all the surface area for the bacteria to colonise, as well as containing beneficial microfauna to deal with waste. To esnure adequate use of all the rock and to make sure all levels are equal throughout the tank it is advise to have a higher than FW turnover (around 10-20x the tank's volume being turned over every hour being the minimum). If your tank is 29 gallons, look to have at least 290 gallons per hour being turned over with more being generally better.
The lights you buy will depend on what you want. For a tank without photosynthetic invertebrates (commonly grouped as corals and nems) then lighting is personal choice and ultimately optional. One of my frogfish tanks doesn't have a light on it, but doesn't suffer.
As you decide to have more light dependant organisms, so the light levels required to keep them increase.
A curing tank does not need lights, so sand live rock and circulation are the most important things to get one started.