As Nightmare mentioned, the Aquaclear filters are inexpensive, easy to maintain, and very effective. You can mix and match filter media as well depending upon what kind of filtration (bio, chemical, mechanical) you need.

Use about 1" of gravel, fill it with water, and get your filter running on it. I'd probably let that run for a few days to let all of the chlorine evaporate out of the water before you add fish.

For a 20 gallon tank, start with few cheap fish like danios or another small tetra. Feed them !lightly!, and wait about 3-4 weeks for your tank to cycle. Don't do any water changes during this time. You'll notice the water may start off looking clear, but eventually get cloudy, then one day, it will suddenly become crystal clear...thats when you know it's fully cycled through. At this point you can gradually add the kind of fish you really want.

I tend to like South American cichlids...there are some really nice colorful SA/CA cichlids like Apistogrammas, Rams, Acaras, etc that will be fine in a 20 gallon. Make sure you do your homework if you decide to go with SA/CA cichlids, because MANY of them grow VERY large in time.