Yes compatibility issues suck..but there are ways to try and make it work.
Adding the more timid and peaceful fish first and the more aggressive fish later on will sometimes alleviate compatibility issues. Allow the peaceful ones to get comfortable in the tank and establish their space. Then when a more aggressive species comes in, it's at the disadvantage.
Also, try buying smaller or younger fish if their temperament is more aggressive. If their outsized, good chance they will not mess with anything larger.
Lastly, make sure your tank has plenty of caves, overhangs of different sizes. The areas that the smaller fish can seek refuge. If their gonna be harassed at least they can take a break now and then.
Yes, there are alot of fish that shouldn't be put together but there are also plenty of instances where they survive together in all size tanks just fine.
As for the tank size requirements...use common sense. Yes a larger fish requires more tank space..and im not saying go and put a hippo into a 10 gallon nano. But if u like the hippo tang, get a small one. Just know that at some point down the road you may have to either upgrade your tank or trade/sell it off to a bigger home.
As far as the challenges of keeping sw tanks and all the problems that come along with them..it just comes with the territory. Any hobby you have is gonna have set backs. Yes its frustrating, aggravating to the point where you want to dump the whole tank into the street. But when you overcome those challenges, understand and balance out all those parameters that seem so dam finicky...you'll finally sit down and be able to enjoy a small piece of the ocean in your living room.
Just think..if a hobby was something that you did once and then never had to interact with again, it would be kinda boring wouldn't it? Wouldn't be a hobby.