A protien skimmer will probably cost about $100 if you order online. I have a prizm skimmer, seems to do okay. I have to empty it about once a week.
Unfortunately, my live sand does not match the play sand in color. I did just put the live sand on top of the play sand. I believe that is what one should do. Eventually the play sand will become live sand as more bacteria work their way down.
As for your lfs', keep in mind all they care about is you buying stuff from them. As long as you are buying, they will listen and sell you anything. Although I must admit there is one lfs here in Dallas that I believe some of the managers are not just "sales" driven. When you talk with them, they will give solid advice, similar to what I find here. When you talk to "sales" people, they will tell you anything. Unfortunately, I do not live near enough to them to really get to know the managers.
As for big problems, if you plan out what you want and slowly buy what you need before progressing with fish/corals/inverts, I am not sure what big problems you will have. As you indicated, do some reading here and online and books. You will see alot of ideas and experiences here. Big problems are eliminated (typically) if you do your research and maintenance. Maintenance is key to this hobby. Test your water, do water changes (after cycling), watch your fish, get to know their habits, you will know when something is wrong before testing the water. If I hadn't screwed up, I would still have my yellow tang, 4 clowns, 4 damsels, etc.... I was not patient enough nor educated enough to realize what I was doing when I did it. Now I do know my mistake and I am learning from it. I hope I do not make those mistakes again. Painful not only in that I lost good fish that cost $$, but also in that I lost the fish.
Good luck. And please do keep us informed. I hope I have helped some.
Marty