Zelika, all of the questions you're asking can be answered easily: it depends. There are as many different types of set-ups and systems as there are people. The reason you're getting contrary information is that there are so many ways to clean a tank, and so many ways to make it dirty. I'll tell you my ideas but there are so many other ways to answer this question.
Horses like to be in herds. They are happier and healthier when there are bunches of them together in a tank. This is contrary to regular fish. Also, horses are also pigs. They make big purple poops and they will eat all day if you let them. So, lots of piggy type animals eating meaty foods all day make for a very dirty tank. You are going to need to address the question of how to clean your tank with a variety of methods. The first one is use as many biological systems to clean as possible. Lots of rocks, sand, pods, macro... You'll also want to keep your water moving in all the nooks and crannies of your tank. Move the water gently and hopefully without strong jets or streams. I love sponge filters and use them in my shrimp tank. I'll use one in my dwarf tank soon too. My 3 gallon tank is about to get it's own sump so I think your 20 will be fine with a sump. I feel you resisting the whole sump idea. I did too because I'm plumbing impaired and moving water around made me nervous. Sumps are easier to set up than you would think and they are extremely practical for a lot of reasons. You can dose in there, do your water changes there and put stuff like your heaters and chillers that would otherwise clutter up your main tank. How often are you willing to do water changes? That will help considerably too. Also, spend a long time setting up your sand bed community. Gerald at IPSF suggests 6 months even if you do start with live sand!
Ask Pete who ships to Canada or ask on seahorse.org.
Catherine