While you can purchase a sump filter, the vast majority of aquarium hobbyists make their own. Sumps can serve several purposes, and depending on what feature you want to emphasize, the size of your design will vary. You will want to base the size on several guidelines, though no one has a single golden rule on the exact size of sump you should use.
One of the main reasons to have a sump is to increase the effective volume of your aquarium. More water means more fish, or at least cleaner water. So, in most situations, you will want to build the biggest sump you can. However, you must remember that most aquarium hobbyists hide their sumps in the aquarium stand. This usually limits your sump to about the same size/footprint of your main aquarium. Additionally, if you have a larger aquarium/sump on an upper floor of a building, remember that water, especially salt water, is very dense and heavy. Make sure the floor can hold the combined weight of your aquarium and sump or you could wind up having a very unpleasant conversation with your downstairs neighbors.
Some hobbyists use their sumps as refugiums. Refugiums consist of a separate tank that includes some animal, plant or algae connected to the main aquarium. For example, some sumps contain a refugium for algae that can absorb nitrites and ammonia, which that fish would devour if they could get to them. Some refugium designs may limit the size of your sump. If you plan on growing copepods or other tiny crustaceans in your refugium, you will need to plumb the sump back to the main aquarium via gravity drain, since a pump would shred them. This usually means you must have a smaller sump, so you can mount it above the aquarium.
You also must take into account your aquarium equipment when deciding on the size of your sump. One of the biggest perks of a sump is that you can hide all of that unsightly aquarium equipment in the aquarium stand. When designing your sump, make sure you have room for all of your equipment, including gear, like protein skimmers, reactors, heaters, secondary filters and pumps. For example, protein skimmers and calcium reactors often have tall bodies, and you must make sure your sump still will fit into place with these large pieces of equipment.
Some sump designs also include a sand bed. Sand beds consist of a tray of sand to encourage the growth of beneficial organisms, similar to a refugium. In fact, a sand bed can double as a refugium. The sand bed must measure at least 1-by-1 foot, and the baffles around it must rise at least four inches higher than the sand bed. This prevents sand from getting stirred up, and lodged in pumps and filters.