This will be tough to cover in just one post and I am sure that I will leave out lots of stuff as I try to remember everything but maybe someone can jump in and give me some background assistance.
Yes you will need all of those things you mentioned for sure. But before going into the details maybe we should stop for a moment and decide forst what type of tank you want. The is Fish Only, Fish Only with Live Rock, and Reef Tanks. With Reef Tanks there are a few typs, these are mainly borken down by corals. Ie...Softies, LPS and SPS or some combination of the three. Its important to decide what it is you want in your tank as this will have a bearing on what equipment you will need to some degree.
You will need the tank. You will need a good test kit that test for PH, Ammonia, Nitrite, Nitrates, Alk as a minimum in my opinion. For Nanos the Aqua-Clear HOB filters seem to have quiet the following and its also what I am using at the moment. But there are many other filters that are HOB that will work out just as well. Definitely need some salt mix, I use Instant Ocean as well but there are other brands that I am sure are just as good too. Probably dont need more than one 20 lbs bag of sand. I wold suggest Live Sand from some one like Carib-Sea. This will introduce lots of bateria to you system that you will need. You will proably want some live rock too. Of course you will need a heater and a Thermometer, a device for checking the salanity of your water as well. Lights, that will depend entirely on what you want to keep. Some use PC or other types of flourecents lights for softies and some LPS. If the tank is not a deep tank then you might be able to keep some of the SPS corals in there as well. Thier are halides available too and the 70 watt, 150 watt and 175 are somewhat popular by diehards. Again this will be dictated by what you chose to keep. I am currently using PC but will more than like chage over to a Halide eventually. You will need at least one power head minimum for mixing salt water and more for inside the tank if your filter doesnt move a sufficient amount of water in your tank. Another item that you might find that you will need is a Skimmer. I do not use one as I can keep the water quality up with just water changes on a regular basis. But many here probably use one and its definitely a good thing to have if you can fit one into your system. You will also need various items for tank maintenance like hose to siphon water, a Turkey baster to blow of your rocks and target feed corals if you have some, a five gallon bucket or two, a scaper and something to scrub algae off the side of your tank. I am sure I could go on for days on this...
I would put the sand and the rock in the tank and set up all of the equipment. Once that is done you can start adding the water that shoul;d have been mixed 24 hours previous and allowed to age for 24 hours. Place a clean bowl in the tank on the surface of the sand and then slowly pour the water into the bowl allowing it to over flow and fill the tank up. This will keep the sand stiring to a minimum and hopefully it wont be too cloudy when your done filling the tank. Igf it is then you can use a prodcut such as Pro-Clear to clear up the water although it will still take about 12-24 hours for this to work. Your tank will start the nitrogen cycle from there and this will take a good couple of weeks and possible 4-5 weeks. You will know when its done cuase you will no longer have high ammonia, nitrite, nitrate levels in your tank. From there you can adjust your PH and Ak to the proper levels then you can start adding live stock. Do this slowly with one item at a time and wait a couple of weeks before adding something else. One of the first things you will need to add is a clean up crew. This should consist of about 15 snails, 10 hermits. On the clrean up crew get a variety as each type of snail is more adept at doing certian task better than others in the tank.
Research your live stock well before buying. In a tank this small you will be limited to 2 maybe 3 small fish. Dont get an anenome until you have had the tank for about 9-12 months and have good lighting for them. I personally dont recommend an anenome except when its really small in a Nano Reef under 20 gallons as most do get some pretty good size on them and they arent exactly a beginners type invert anyways in my opinion.
This is not all and inclusive of what you need and what you should do, but just a breif vague over view at best. Remebare that patients counts for a whole lot in this hobby and for the most part nothing good happens fast. It all takes time. But with pateints and lots of research and by choosing the correct equipment and live stock you can have a "eye popping" tank before too long. At any rate, Good Luck!