I second Seahorse Savvy! The owner is wonderful, I've emailed with her and spoken to her on the phone (as well as her partner!). She has a great selection of gorgonians; I have three from her and they are doing great. I've had them for several months now. I have six seahorses (H. erectus) that I purchased from Ocean Riders purely because Alyssa wasn't sure when she would get a new batch of ponies ready for shipment. In addition to the gorgs, I also have a load of macros in my tank I've purchased from Mosaic Macros--great experiences there as well. As far as hitching posts go however, my herd GREATLY prefers gorgonians over ANY of the macro algae (and also cords for my pumps over macros...). I have a merman's shaving razor, various caulerpa, pseudo kelp, string of pearls, etc., and the ponies never hitch to them--only the gorgs. Given the potential for macros to go sexual, caulerpas in particular, I honestly recommend skipping the macros until you get a bit more experience managing the horses.
Speaking of hitching, also keep in mind that seahorses will also grab heaters if they are in the tank, so putting your heater in a sump or in the chambers of an AIO is a necessity.
Happy to answer any questions you have--love my seahorses!!