Much of the details of your venture will depend entirely on its location. Sticking to advice that will apply no matter where you are:
If you have to equip the place from scratch and need to do it on the cheap, find restaurant auctions around your location. Restaurant and bar equipment depreciates at a sickening rate, and they go out of business frequently. You can save well over 70% off of catalog for six month old equipment.
Find a local insurance agent and get to know them very well. Don't ever, ever skimp on liability insurance.
In my experience far and away most important aspect of operating a bar is the staff that you employ. Obviously they need to be as trustworthy as possible - employee theft is a constant. Much like fighting illegal downloads you will be fighting to minimize it rather than abolishing it. The theft will rarely be in the form of removing money from the register till, but rather in the form of unpaid product.
The larger reason that your hires will be important though is because hiring the right people is the most effective form of marketing that you can possibly do. Hiring a staff of well connected, social butterfly waitresses, door guys, and bartenders has an infinitely higher ROI than any print or radio marketing that you can do.
Additionally, good employees are perhaps the most important differentiating factor for your business. Unless you are a multi-million dollar Vegas-style theme joint, your business is a commodity. There are already twenty other businesses just like yours. Having employees that are both good at their jobs and eager to establish relationships with your patrons will be key in converting customers to repeat customers.
Could type all day, but the last thing that I would add is that as with any new business you will struggle to gain traction. When marketing I always tended to look at my job as one of disrupting traffic patterns. Potential patrons already had their favorite bar and a list of five others on a short list. My job was to get myself on that list, and in order to do that I would have to offer an awfully compelling reason to get them to disrupt their patterns.
I would usually use either a heavy loss leader (really cheap drinks) on a typically low revenue night or high profile events (big name band / DJ, fight night, etc). Once I had ac customer in the door and I provide a well executed experience it becomes a numbers play much like PPC advertising in the web world. 50% of the people that tried me out will be back someday, I made it on to the short list of 10% of the new customers, 5% wind up being new regulars.