Lol. So to answer your questions. Yes it is ok and prefered if you put everything in at once, you generally want to put your LS and LR in at the same time, but it really doesn't affect much besides possible extending your cycle. You can leave the lights on but, I wouldn't leave them on for extended periods of time. Turn them on for when your looking at the tank but then turn them off after your done. Yes you want to run the filter because that will be giving you your water movement, and your need that for the cycle. Yes I would get a protein skimmer, I have the Oceanic skimmer especially designed for biocubes( I have a 14g). It goes an ok job of skimming and for 30 bucks you can't loose, it keeps my nitrates and such in check. You having the 29g means you can get the sapphire:
Here. Oh ya if this is the coral your talking about
:

Then no I doubt it will survive the cycle, but hey you may be lucky
