Bio-balls have their purposes. You're seeing them in the "wet-dry sumps" on ---- as they were one of the primary filtration methonds before natural filtering (with live rock and live sand) became so abundant in the hobby.
They have their purposes, particularly with aggressive and mostly fish only systems. If you have a sand bed and a good amount of live rock though, it would be able to handle your bio load... making the bio-balls mostly a deitrus trap (hence if you do use them you need to carefully clean a portion of them every water change).
If you just want a sump to hide all of the heaters, protein skimmers, make a fuge, etc... I'd look at just picking up a 20-30 gallon long tank for $25 or so and use that. No sense in paying a couple hundred for a wet dry when you might not use it. You could create some baffles separating your fuge from the sump section and save a bundle.