Well, first make sure you understand how to cycle your tank. Given that it is your first thank you'll need to start a brand new cycle. You can use either, for a small tank less than 40 L I personally like to use a desk lamp with a daylight CFL. 13W works great for me. This is the cheapest method for providing good lighting. Look for a HOB filter as most small internal filters tend to clog quickly in my experience. With the HOB filter, look for one that either has a bio-wheel or has separated media.
I like the look of coverless tanks, but I have lost a lot of fish to jumping, so it will be up to you to decide if you would risk it.
Its probably better to wait until you move, since you seem to be moving overseas. If you still want to set something up, look in your local used market for used aquariums. they're cheap and they allow you to learn without putting in much investment.