I don't know how you plan on collecting or how much, but the only thing I do (apart from circulating and heating to temp before adding) is run my water through a sock to filter out bigger things like large chunks of seaweed, and potential small fish/shrimp, etc. The biggest benefit of using ocean water is all of the micro flora and fauna and bacteria in it which coral and fish love, so over treating sort of negates most of the benefit.
Beyond running it through a sock, I wouldn't worry too much about pests. Diseases like ich are much more concentrated in our tanks than they are in the open ocean. You're not likely to bring in anything like that by using natural ocean water (it's far more likely to come in on a new frag, invert, or fish).
If you're really concerned, consider running an ICP test on the water before you actually introduce it the first time. You'll get an idea of the parameters, elements, and potential contaminants that way. It's worth noting that many parameters in natural seawater are lower than or at the low end of what reefers typically run there tanks at. For example, salinity here is about 1.024 (and occasionally 1.023 in the dead of winters). Alkalinity is around 7, calcium is about 420, and magnesium is around 1300. You may want to either bring your tank down to those levels, or dose your sea water up to your tanks levels before the water changes to ensure stability. I maintain mine pretty close to NSW levels so the changes are seamless. I still get plenty of coral growth even with salinity and alk lower than "recommended" reef levels. Water in Miami may be a bit better suited though.
