If you don't have a fuge I wouldn't bother with the ozone till you do. The bubbles caused by the ozone should either be limited to the skimmer, or far enough from the return that they don't end up in the DT.

If you don't have a fuge/sump yet, well I'd go in that direction first to establish that extra little facet of the hobby that makes it so enjoyable. Right now I'm growing trees! Okay, they're man groves but they are basically trees. In my fuge, lots of sand rock macro algae and a LOT of coral that I simply don't want in my DT. Mushrooms, Kenya, a little Xenia, some GSP... a Linkia star fish (have a harliquin in my DT). For what ever reason my fuge water is always crystal clear. I think that's due to the moderate and steady flow of my fuge as opposed to the turbulent forces at work in my DT.

How big is your tank? Forgive me as I am a newby myself. My first assumption was that you were in a biocube after you said you didn't have a fuge/sump. But I'm thinking you may have a larger tank with a closed loop system.

Anyway, keep your eyes open for the ozone, but before you go that route I'd definitely get yourself a fuge/sump set up. Much fun, and very interesting.