I would find a reefing mentor, someone who you can trust and guide you through your journey if possible? My mentor came in the form of books (which I still recommend people read). The Conscientious Marine Aquarist by Bob Fenner is a great book for those just starting the hobby, but for those with a little science background or who have been in the hobby a little longer, I recommend the 3 volume set by Delbeek and Sprung The Reef Aquarium (if only buying one of the three, the third volume would be my choice).
I agree with Jojo, a quality RO unit will save you lots of money and you can start with a 4 stage and add on as you go. A good (appropriately sized) skimmer would be my next purchase. I am an advocate for ocean live rock or live rock from a healthy established system, but I'm not a huge fan of gulf rock. I would stick to any pacific live rock if possible (you don't need much, just a few nice pieces). Depending on what corals/animals you want to keep, lighting will be the next thing.
As far as tanks go, buying used has its risks, so taking your time and finding the right tank may take a while, but if you're buying new, there are plenty of options out there. I'm a big fan of the Innovative Marine systems and they have a lot to choose from and often have sales throughout the year. UNS is another company that's now venturing into reef systems, but I'm guessing they're not cheap either. I'm not a fan of Red Sea tanks, their overall design is kinda wonky and I really don't like that they don't support the entire bottom of the tank with their stands.
There are lots of things to consider when upgrading and it takes time and patience to do it right, which takes me back to my first piece of advice, finding a trusted reefing friend who can help guide you.