actually, you don't need mechanical filtration. all the ocean uses is a skimmer(the froth at the shorelines) and live rock for bacteria.
since we have small oceans in our homes, we have to be very careful what nutrients we put into the tank, so as not to overwhelm our biological filtration and our skimmer.
what i run on my system is a large skimmer, and live rock, a refugium, and a single filter sock. i don't need the filter sock really, but the first chamber of my sump gets some detrius accumilation at the bottom if i don't use the sock. i don't feel like getting down there and cleaning it regularly, so i use the filter sock to catch it.
how many chambers do you need in your sump? well, 3 if you want a refugium. i have mine-
intake with skimmer
refugium chamber
return chamber
you will need to keep these areas separate because you don't want the macroalgae getting to the skimmer, or return pumps.
as for what to make baffles out of- i used cutting boards from walmart and cut them to size. they were the cheapest, strongest thing i could find. the acrylic panels at lowes and home depot were flimsy, and the slightly thicker ones were expensive.
i have called glass shoppes and asked them if they would cut 3 pieces of glass for me and they quoted me well over a hundred dollars. in a perfect world, i would have used glass panels the same thickness as the tank.
btw- 3 pieces of material is what i used. a single panel between the intake and refugium, and 2 panels at the other end, before the return. one flush with the tank bottom, and the second baffle an inch off of the bottom.
this way the bubbles have to go through the refugium, then over the first return wall, and all the way down under the 2nd return wall. the theory is, the bubbles will float to the top and the water will come underneath to the return pump.