Good filtration will come from a good skimmer, lots of live rock, and a good cleaning schedule
Ok... there are 3 types of filtration; mechanical (sponge filters, micron socks, skimmers, etc) that physically trap/remove diterus; chemical (carbon, phosban, polyfilters, etc) that chemically bind organics/po4; and biological (good bacteria that is responsible for the nitrogen cycle) --biological filtration in a marine tank is usually found on/in rock (1-1.5 lbs/per gal) and sand/substrate (if you choose to use it

).
The key to a successful aquarium is water quality. I stable PH, salinity (1.023) and low nitrAtes(0-10ppm) are a very good gauge. Keep stocking levels low (1" per ADULT fish per 5 gal tank water), keep mechanical filters clean, frequent water changes, EXCELLENT skimmer running 24/7 (some may disagree) and good water flow (10-20 x per hour).
Now..with that said, your undergravel filter is simply trapping diterus and unless you remove it and the gravel frequently to clean it (which would be a PITA) I would remove it. I would crank up the skimmer and slowly raise your salinity to 1.023. Also, keep an eye on the anemone. You don't mention what type it is and most anemones require hight lighting to survive.