Power heads are a necessity in any saltwater aquarium. Several fish and corals need some form of a current that imitates ocean currents. Power heads come in all different sizes. A general rule is to buy one that will pump 3 times your tanks volume per hour. This varies based on the type of fish. Your local fish store will know how much flow is best for your particular setup. 

Power heads are also used to drive under-gravel filters in some systems. They are also used quite often in reef tanks for directional flow. In addition most power heads come have a spot for air input. As a matter of fact, some protein skimmers are driven with a powerhead that has an air intake. This helps add oxygen to the water. It is important to always have air being pumped into the water this is one way to do it. 

Power heads are generally fairly cheap. You can get a small one for a 30 gallon tank for 15-20 dollars. Most models come with an adjustable flow rate so you don't have too much or little water flow. One important thing to consider when installing powerheads is the potential danger of the intake. If the intake does not have some type of screen it may suck in snails, starfish or even fish. Powerheads are extremely dangerous to anemones. If you keep anemones you need to have a sponge over your powerhead intake to keep your anemones safe.