Hi Shawnna,
Tank size and setup depends entirely on what species you want to keep.
I have a 37T set up with a BakPak. I've kept barbouri, kuda, and currently have erectus in the setup. A 25 gal will be able to house the same species, as well as procerus. And if you can keep the temp around 72F, you can keep whitei as well. Keep in mind though, if you choose erectus, depending on where you get them, they could eventually outgrow a 25 gal since some of them can get to 6-7 inches from snout to tail.
Height is definitely a consideration when keeping horses, if they tank is too short, you'll miss out on one of the coolest things about keeping them, the courtship. Courting horses need vertical space to do their dance. Males also are also more prone to pouch gas bubbles in short tanks.
Lighting the tank depends more on if you plan on keeping any photosynthetic life in the tank. Softies like leathers and mushrooms (except elephant ears) can do fine in a seahorse tank, so you can go with enough light to support that life. The seahorses themselves don't really care, as long as it's not terribly bright (ie MH). They have excellent eyesight, since they're visual hunters, and they're sensitive to extreme brightness and sudden changes.
Feeding - stick with CB horses and they should be already trained on frozen mysis. I've used Hikari and P.E. at home and we use Gamma at the Aquarium. I'll usually enrich with selco every so often to give the mysis a bit of a boost, but not every day. Younger horses should be fed twice a day, adult horses can be fed once. And if you can get horses to take a variety of food, that's even better. However, I've found that they're usually rather picky and prefer mysis or anything live.
If you want more detailed info, come visit us at www.syngnathid.org. There's lots more info about keeping horses there.
~ Steve