For the rock rubble, don't over fill it. Stack it so its like a giant piece of swiss cheese, lots of holes for water flow, and lots of surface area for bacteria. You'd probably be better off running carbon, if you want, you don't have to, in a filter bag and putting it elsewhere.
Benefits of running it within; good contact with the carbon. Downside; could clog up your filter if you don't change it frequently or keep an eye on it.
There are other skimmers out there that may also serve your purposes. No, you don't HAVE to have a skimmer, there have been some successful tanks without. Its your choice, it really is.
You may actually not see any cycle, you mentioned you had used established rock. At this point I'm thinking there may have been a mini cycle, but it could have been so small as not to show on your test kits. Go ahead, toss something in if your water parameters are fine. A mushroom, or even a single crab or snail will do.
Have you visited anyone to see their set-ups? Take a trip over to reefkeepingmagazine.com and go through some of the tank of the month articles. They can show you a great deal of variety, although most of the tanks are SPS dominant, and you can get a good feel for what you like in terms of rockwork, etc.
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