Have you kept fish before? If not, read up on aquariums in general, including how to cycle an aquarium. For cycling, here's a good start: http://www.paw-talk.net/forums/f77/c...ium-43789.html
You keep the water warm using an aquarium heater, get one that lets you set the exact temperature. I always liked the Stealth heaters.
I don't know if I agree with them needing more land than water, it honestly doesn't seem to matter much as long as they have access to both. Mine was actually kept in a more aquatic environment, with just an "island" and a rock as land areas. The water is technically more important since they need to keep their gills moist.
Also, I hope you're aware that mudskippers are brackish fish. They shouldn't be kept in freshwater. You'll need to buy some MARINE salt mix (Instant Ocean is a good brand) and a hydrometer (to measure specific gravity, allowing you to check the salinity of the tank). The exact salinity doesn't matter too much, you just want some salt in there (and not as much as you'd put in a saltwater aquarium). Read up on brackish aquariums.
Thankfully, mudskippers are VERY hardy in the correct environment. Once they're settled in, they usually eat well and rarely become ill. They can even tolerate ammonia spikes (although I don't recommend counting on that!).
Let me know if you have any questions, I had one for quite a while. He only recently passed on, most likely from old age.
Oh, and as far as buying them online, I don't know of any sites offhand. I got mine locally. Check exotic pet stores, reptile stores, and fish stores.