Congratulations if you get into seahorses! I've had them twice in my life and they are just amazing creatures. Lot's of personality for something that wears it's skeleton on the outside. First of all, as with any animal DO YOUR HOMEWORK. Do it twice. Do it till you dream of seahorses and loved ones around you flee for fear of lectures.
Syngnathid.org is a fantastic place to start. Wonderful people and so full of advice. I learned so much there. Secondly is find yourself a good--I mean super knowledgeable-- Marine fish stockist. Go look at their fish. Are they healthy? Can they tell you more than "this one is named Sam" or "That one's a tang" Do they have agressive fish? Are they in the right sorts of tanks? That last one my sound dumb but I was at a place once where all the tanks were linked (Think like giant ice cube trays with water only an inch below the dividers) and the starfish were right next to the exotic clams.... For those who aren't into marine fish that's a huge no-no as starfish eat any and all bivalves. When a rogue starfish was retured to it's tank it had already eaten about two hundred dollars worth of fancy clams.
Unlike most fish, seahorses don't need as much swimming room. They need much more verticle space than most fish as they tend to rise through the water column to hunt and perform their mating dances (Which is also a sight to see. Oh, and the MALES get pregnant and give birth to hundreds of little squiggly babies!) Also unlike most fish they like a slower current as they are very slow swimmers and are easily outdone by faster fish and cleaner shrimp.
Speaking of feeding your underwater herd, you DO NOT have to feed them live brine shrimp. Actually it is better not to as there are other feeds which are more nutritious. Only dwarf seahorses subsist on a diet of newly hatched brine shrimp. Other species are better off on mysis shrimp soaked in a marine fish vitamin. They are available frozen in little cubes which you just thaw with a bit of tank water and administer with a turkey baster. The horses will know when it's feeding time and follow you for food. They suck up the food with such force (They're actually a lot like Miniatures in that way.)you can hear an audible "snick" sound through the glass.
A couple words of warning: If you want a little slice of marine reef ecosystem, seahorses are not for you. You really have to do your legwork to make sure you keep them safe from other fish and invertebrates. I'd suggest against using any form of liverock with them because of hitchiking mantis shrimp (Aka "Thumbsplitters") and other nasties. And if you want lots of light consider raising some hardy seaweeds for the horses to hide in. That's their preferred environment. You can't have just one, and they are much more active in groups of three or more. With fish the general rule of thumb is a gallon per inch of fish. With seahorses you can stock them more closely, say six seahorses for a 29gallon tall tank. The larger your herd the easier for them to clean up their meals before they have a chance to rot. But make sure you have a good protein skimmer and filter anyway.
Lastly, when you go to buy your fish, make sure your tank is well cycled first. I didn't and boy did I pay for it. It's natural for you get algae blooms in a young tank and it's better you get that over and done with before the horses arrive. It is possible to cycle a tank naturally (Not "Shocking" it) in about a month and a half to two months. Then you could add some shrimp and snails and maybe something fun like a sweet little blenny to keep you occupied while you drool over what species of seahorse you want (And they come in pinto's too!) Although it's a long time I cannot stress it enough to let the tank cycle A FULL YEAR (Yeah I know...) and get it really stable (pardon the pun) first. It will also let the tank build up it's population of mini shrimps which the horses will enjoy hunting.
Best of luck to you and, really, they arent' very hard to keep, just complicated to get started with. Choose tank raised, they're worth the extra money for hardiness and the knowledge that you're not stealing them from the ocean. With luck your fish will be entertaining you for four to seven years!