If you do your research and stay on top of your water changes, a small reef tank (10-20 gallons) is totaly doable, i think it's been abit hyped up and made out to be more difficult than it actually is, perhaps not for a beginner, but certainly not "advanced".
It is totally unpredictable especially by the shore which is where you would be collecting. The salinity, nitrates, parasites, and bacteria make it all not worth it.
Besides you have to haul very very heavy water from the ocean instead of going and buying salt and mixing it in front of the tank.
You will definitely wanna go bigger as soon as you set it up, I set up my 75g for salt and a 2 weeks later I was setting up my 215g Now Im planning the shark pond im ganna build!
when i was first getting into fishkeeping, i too really wanted a mantis tank, so i did quite a bit of research, what kind of mantis shrimp are you looking to get?