Well, where do I begin? Saltwater cost much more then freshwater, mostly in initial setup since more things are required such as protien skimmers and lighting. Maintaining a tank is also a higher expense since every water change means making more saltwater. The larger the tank the more it cost but you are also gaining more stability, in nano tanks things must be maintained much more rigidly since it is a smaller water volume things can go downhill really quickly. Fish, corals and other livestock is almost always more expensive then saltwater. It is very important to research every type of fish and coral you plan on getting because many times they require different environments and may not be compatible.

My advice would be to to do some research and find out exactly what type of tank you want to have, if you can't afford to buy everything required at once start buying things you need to set up a tank as you can. Also, check craigslist you can find some great deals.

The absolute most import thing about saltwater is patience! Everything in saltwater takes time if you do it right. There is truely too much to talk about and cover in such a basic question, I could go on all day.