Most starfish don't survive captivity due to the fact that they have very speciallized diets and/or grow to some massive size. Many also eat coral.
Brittle/serpent stars are a good exception: they're happy eating crud and can survive most anywhere.
Spotted linckia: I've never seen this for sale, but my book says this one does well in aquariums. The blue counterpart that is commonly in stores is not good. I have seen the red(orange) version, but I'm not sure where it falls in the spectrum.
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My Green Brittle Star was getting huge and found him one day with my cleaner shrimp antena the only thing outside his mouth. He's been banned to the refugium. I have a serpant star that I rarely see and a sand sifting star which I enjoy. He does a good job of sifting the sand. I've heard they might not be the best choice for long term survival because of growth and food supply issues. I've had mine about 6 months now and so far so good.
Sand sifting stars eat animals in the sand and have no problem getting the right food. Unfortunately, I guess their max size is foot in diameter, so it will inevitably out grow most aquariums and starve. The good news though is that they seem to grow pretty slowly and a young star might take years to reach critical size.
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Here's a random thought: get asterina stars if you don't have them already.
Asterinas are little baby starfish that a common, self-perpetuating hitchhiker. They usually grow to about 1/4 inch though I did find a very well fed one in my sump that was 1 inch. If your local fish store has them, I'm sure they would give you a few for free.
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Although some swear that asterina starfish eat SPS (one of those arguments where some claim they've had SPS and asterina together for years and some say they've seen asterina mugging SPS in dark alleys at night).