Sorry for your losses. It really sucks to lose fish due to something that's preventable.
In addition to reading up on various fish diseases and quarantine procedures, here's a couple of other tips that might be useful to you. One is to have various fish medications on-hand before your next purchase, since at least brookynella, amyloodinium (marine velvet) and various bacterial infections can kill fish far more quickly than you can obtain medications. Another tip is to get a bottle of live bacteria, some dead rock (that's sterile!) and set your QT up well ahead of time. You can cycle this tank just as you would a reef tank, and for many fish diseases, a hyposalinity ride will prevent the fish's death. The bacteria in the cycled tank will survive a hyposalinity treatment protocol, and having some ability to cycle ammonia not only reduces stress on the fish, but also stress on the aquarist - having to change 100% of a tank's water every 3 days to control ammonia build-up can be a lot of work.
You can also use this tank in conjunction with a tank-transfer protocol for marine parasites like cryptocaryon (ich) and amyloodinium. You simply bring the fish home, setup a 5 gallon bucket with an airstone, a heater, a piece of PVC or plastic aquarium plant to give the fish a place to hide, place the fish in the bucket, and start the TT process. When you've done 3 transfers, you can put the fish in the already-cycled QT tank for observation for a couple of weeks before you put it in your display. Obviously, the 5 gallon bucket approach is for small fish, but you can scale it up with larger rubbermaid containers from the home store for larger fish.
Personally, I find emptying the buckets/plastic containers and sterilizing them between tank transfers to be far more convenient and less work than doing the same thing with glass tanks. The only drawback is that you can't see the fish from the side, but if you're doing TT prophylacticly and then adding it to a cycled QT tank for observation, you get a chance to observe them for a week or two to be absolutely sure you won't be contaminating your display.