Lots of question. I'll start with what you need.
You can use an old/new fish tank, you can build one, or you can buy a pre made sump. I would go with one of the first two choices. The last is alot more money and not custom.
It all depends on what size tank you have. Get an overflow box or a tank that has an overflow or have your tank drilled. Get the biggest tank you can get to use as a sump. I don't know if you want it under your tank or in a fish room. If you want it under your tank make sure you have a low enough tank to work in. Get a pump that is rated for the same if not a little more gph than your overflow. If you want you can hard plumb, which means use PVC or you can use flexible hosing. Either way works just make sure you use a union for PVC, that way you can clean the pump easier.
You should put a ball valve inline somewhere for your return pump. This way when you clean the tank you can cut the flow to the sump. You can also drop the flow if the overflow won't handle your pump. This will keep your sump level where it needs to be.
If you need plans on a sump either search on this site or google it.