Many reefkeepers, and salt water fish hobbyists in general, swear by the sump filter. Also known as the trickle or the wet/dry filters, they provide the best biological filtration of any aquarium filter. Sump filter's one flaw is that they are often created by the hobbyists themselves, and somewhat intimidating to set up. However, with some concentration, focus, and a bit of research, it is not insurmountable to assemble such a filter for your reef tank.
Leak test your sump. A sump can be a second fish tank, or a box made of glass or acrylic. The best way to leak test is to fill it with water, cover the top with cling film, then mark the water level with a dry erase marker. If the level is unchanged after 24-48 hours, the sump is watertight.
Glue baffles in place in the sump. Part of the fun of a DIY sump is that you can customise the filter, so the exact placement of the baffles will vary depending on your design or building material. You can either glue them in place with aquarium sealant or, if your sump and baffles are acrylic, you can solvent-wield them into place with acrylic solvent.
Add any filter media to your sump. Again, this will depend on your design. Your options include mesh bags of filter media like carbon, ceramic "noodles," bioballs, and many others.
Install any secondary filters, skimmers, and heaters in the sump. One of the perks of a sump filter is that you can install all of this unsightly equipment in the sump.
Install the overflow box. This could be as simple as hanging it on the main aquarium, or involve drilling the glass of the main aquarium depending on your design. Pre-made overflow boxes are available at high end pet shops and online which save time and money.
Attach vinyl tubing from your overflow box to the "input" side of your sump filter. This is how water will get from your tank to your sump. Then, run another length of tubing from the return pump to the return spigot.
Fill the sump, primp all pumps and filter, and turn on the return pump. Once the water begins flowing back into the sump through the overflow box, mark the water level with a permanent marker and write "max fill." When doing maintenance, do not fill the sump past this level when the pump is on.