I've been looking at this myself, and the answer seems largely to be an unknown at this point (at least for the NPS species). That said there are a few general tips which I've seen that may be helpful (the advice is sponge oriented, but it should apply well to tunicates and pretty well to other NPS organisms too).
As mentioned above, offer a wide variety of differently sized tiny foods - a bunch of phytoplankton species, pods, rots, PNS ProBio and/or YelloSno, TDO Chromaboost Type A pellets; those sorts of things. Filter feeders can be a bit tricky as you need to provide not only properly sized food (which is difficult to figure out), but also food that meets their nutritional needs (also not necessarily a simple task since sponges and the like are not always very expressive of when things are going poorly). Basically, until you figure out what each species needs, I'd recommend a shotgun approach (offering tons of different foods and hoping one of them works).
You'll probably end up needing to dose silica for the sponges to use for growth at some point (Randy has some great write-ups on this).
If you do some reading on sponge keeping here on R2R, you'll probably find pretty quickly that most people recommend low lighting low flow for sponges (exceptions for photosynthetic sponges), but the truth is this also depends on the sponge species. The most common photosynthetic sponges in the hobby are the photosynthetic plating sponges (like you can find/buy on LiveAquaria's site), but there are quite a few other sponges that are photosynthetic too (such as Aplysina cauliformis, for example), and these would benefit from high lighting. Similarly, some species of sponge do best in very high flow areas, including high flow areas with laminar flow (a lot of people talk about random flow on the site, which would be called turbulent flow, as they're trying to get the water moving basically randomly throughout the tank - laminar flow is just a continuous flow that doesn't change, so the water keeps going the same direction nonstop and there's nothing random about it). If you're not sure if the sponge is photosynthetic or not, you can try starting it in one lighting (such as low lighting), see how it does and then compare it to a different lighting (moderate or high) and figure out its needs from that. Same with the flow. Light will probably be the most important part for photosynthetic species and the food/flow the most important for NPS species - you'll need to feed these either directly or by adding it to the flow that hits the sponge to feed it indirectly.
Filter feeders generally require a lot of feedings each day (basically the more the better), so some sort of automated feeding system would probably be helpful.
Also, just something to be aware of, sponges and the like generally encourage different bacterial growth that tends to favor algae over corals - it shouldn't be a big issue, but it's something to keep in mind, as it could potentially encourage nuisance algae.
Don't get too discouraged if you lose a few (or even a lot) of them, as some sponges do well in some tanks but not in others for no discernible reason, and some some sponges travel well while other sponges don't. Plus, sometimes a sponge will basically disintegrate into a ton of tiny pieces and look like it's dying, but it'll then proceed to grow and live on afterwards. Similarly, some sponges grow invasively while others grow incredibly slowly, so a lot of keeping these guys at this point really just depends on the luck of the draw (so to speak).
That's all I can think of for now. Hope it helps!
Edit: just to add, it's probably safest to start low light/flow and move up, rather than starting high and moving lower.