A skimmer will be needed whether or not you have a refugium or not. You don't need to buy a special container labled to sell as a refugium. Any container that can hold water will work just fine. Rule of thumb is 10% of tank volume for a refugium. For a sump you want to go as big as will fit under the stand. You do not need 2 pump for the reuturn. 1 will work. It your tank pre-drilled for the reurns? If so that is where they would be plumbed to. If not you can either have some holes driiled in the tank, or you can just get a return hose end and any LFS.
As for power heads this depends on what you are planning to do with the tank. If you are going to have a FOWTR tank, the sump return and 1 power head might be enough, but if you are going to do corals you will need a couple of power heads ot get enough water circulation in the tank. 20X gph flow ie. 125gal tank = 2500gph of flow.
I would put the substrate, live rock, and base rock in all at the same time and let your tank start to cycle. I use a piece of raw shrimp in the water for a couple of days to help the process along.
Here is a link to a very good site that explains the basics of a sump and refugium, and how to plumb them.
http://www.melevsreef.com/what_sump.html
Hope this helps, and good luck