I think the main thing you need to take into consideration is the feeding of baby sea horses. That's what keeps me from starting up a SH tank, although I know my corals would love some of the food the SH will also get.

We're talking about a steady supply of live brine, baby brine and rotifers, as well as the stuff to feed them. Make sure to read up on the nutritional requirements and feeding habits of SHs before jumping in. I would guess the survival rate of most Shs bought at a LFS are pretty low except for specialists like Misti and a few others on here. They are very particular feeders and that's always difficult with any such species.