Some keep the lights on during a cycle, others keep the lights off. Personnaly, I would keep the lights on to help keep alive any disirable hitchhikers.
If you are going to be keeping a reef, eventually, you should get a few other test kits... calcium, alk, ph, phosphate and maybe magnesium.
Using a well balanced salt goes a long way to keep levels correct. Try to choose a good one from the beginning.
Also, don't get discouraged when you get algae..it is a normal thing for newly cycled aquariums. Keeping the phosphates and nitrAtes down low will help with these issues. I suggest using ro/di water and keeping a phosphate absorbing media in your aquaium at all times.