A 40 gallon is plenty big enough for a small group of Zebra's. There are a couple of articles about breeding them in
Shane's world.
If you have plenty of money, you could go for Gulex suggestion and get more than 10, but I would think that a sufficient colony for reproduction would be about 5. You want to have at least two males, and at the very least one female, but having surplus females gives you two things: Higher chances of a female being able to spawn when the male is ready, and the possibility of higher frequency of spawns if the second female is able to spawn whilst the other is still getting into condition from a previous spawn.
That's to the best of my knowledge.
As to substrate: You don't need substrate for these fish, but if you do want it for your own pleasure ("Because it looks nice"), then use some sort of gravel that is rounded, as in natural river/beach gravel or some such. I wouldn't personally buy anything that is artificially rounded, but I'm sure the fish don't really care if it's smooth because it's got an epoxy coating or because it's been at the rolled around under water for a few million years...
The choice of "complimentary fish" is based on temperature and tolerance to current, so as Gulex suggests: small specie of Rainbow fish is nice. There's no shortage of small peacefull fish that would be suitable. You obviously don't want large cichlids that would cause a disturbance to your Zebra's.
Austin (AFAIK from visits there) has pretty hard water, which may not be what the Zebras like, so you may consider buying a Reverse Osmosis unit to get really soft water. You'll need to "remineralize" or mix in tap-water to make it suitable for the fish, but Zebra's like pretty soft water. They're probably OK in harder water too, but if you want to spawn them, you'll want to make it as "perfect as possible".
Lighting: The fish lives at 10-15 meters depth, so you probably don't really need much lights at all. Just whatever YOU like to be able to see them...
Caves: You need the very least of one cave per male, and probably one per fish is a much better count. As to what caves, I've seen several different suggestions on commercial and home-made caves, and it seems that the fish don't really care as long as the breeding cave is suitable size. Suitable size means that it's just about the right size for the male to fit in, and a good bit longer than the male so that the female fits "inside" the male.
You need good oxygenation of the water, and need to keep it clean, as these fish don't like nitrate or nitrite very much at all (anything above 20ppm Nitrate is too much for these fish, and any ammonia or nitrite at all is bad). Lots of current, preferrably aimed towards the openings of some of the caves is a good way to provide a good environment for the fish. As to brands or models, it's up to you. You probably can't over-current these fish [ok, put a fire-engine-pump on the side of your 40g tank, and they probably won't like it, nor will you with the noise
]
Please as further questions if anything isn't clear, or I've missed anything important.
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Mats
