Nudibranch, while attractive, almost always fare poorly in captivity. (Picture by Nick Hobgood, under CC sharealike)
Many creatures which are typically included in reef clean up crews have very poor survivability in reef aquaria. This is in large part due to differences between their natural environment and their captive environment. Specifically many of the species of snails, hermit crabs, and other creatures which are typically included in a clean up crew are native to cooler waters than the reef environments typically found in a reef aquarium.
Snails: Many snails commonly found in the aquarium hobby are collected in waters much cooler than those found in reef aquaria. Margarita snails for example are temperate species, often occuring in water temperatures of less than 60 F. The life expectancy for an individual collected in water cooler than 60 F in an aquarium of 76 F is only a few months at best. Margarita snails have a very wide natural range, and clearly individuals collected from warmer water would be expected to do much better in a warm aquarium, however the problem is knowing where the snails are collected from, which is a question that most vendors cannot answer.
Examples of species which are native to warmer waters more similar to what is found in reef aquarium are Trochus species, money cowries and Stomatella varia (cap snails). Unfortunately of these species only Trochus species are generally available. Stomatella are especially suited to reef aquaria as they easily reproduce in captivity, however these are apparently not terribly available in the United States.
Nudibranch: These animals often have very specific dietary needs which cannot be met in a small enclosed environment. It is possible for some of the herbivorous species to be kept by experienced aquarists.
Hermit crabs: Hermit crabs are both predatory and scavenging. In an aquarium with a sand bed, they will prevent the populations of the sand bed inhabitants from reaching the levels that they need to in order to properly clean and aerate the sand bed. If you do not have a biologically active sandbed, i.e. bare bottom or very shallow sand bed then they may do fine in your aquarium. Otherwise I would not recommend keeping more than 1 per thirty or fourty gallons.
Other crabs: Most crabs are similar to hermits in that they eat whatever they are able to. This makes them prone to harass sessile invertebrates, snails, even unlucky fish. There are a few exceptions to this. Emerald crabs are commonly recommed to help control bubble algae, however they can also harass other invertebrates, especially when larger. There are a few suspension feeding crabs, such as the porcelain crab, which are among the least likely to harass other tank inhabitants.
Sea stars, sea urchins, and cucumbers: These animals are very difficult to keep long term for similar reasons as the sea slugs, they often have very specific dietary requirements. In a large (100+ gallons), mature (2+ years), well balanced tank it is perhaps possible to keep these long term, but otherwise they are probably best avoided. Some of the easier urchins to keep are the long and short spined urchin (both of which commonly accept supplemental feeding of algae) and the blue tuxeudo and red tuxeudo urchin (both of which commonly accept feeding of meaty foods). Sea cucumbers which are easier to keep are the tiger tail and sand-mopping cucumber. Brittle stars are among the most successful sea stars, especially spiny brittle stars, spiny black brittle stars ad short spined brittle stars.
Shrimp: Shrimp can behave very similarly to hermit crabs, in that over time they can harass other invertebrates, corals and even fish. They are best kept in the same situations as hermit crabs, i.e. no biological sand bed and in similarly low densities.
My personal recommendation is to have a clean up crew based primarily of warm water snails, common species hitchhiking on live rock and rarely supplemented by one of the other animals discussed.
Reefkeeping magazine article about snails