Well, I think you made a couple of boo boo's. Goldfish and Oscars are really dirty fish. You set up a tank and since the filter hadn't cycled, it really couldn't clean the water, and basically your fish died from what we call poor water conditions. If you ever see fish trying to eat air again, do a water change. You can't do too many water changes, and you can't have a filter that is too big. Also goldfish are notorious for carrying diseases, and even if you get a predator fish, you should never feed these, they always cause more problems then they are worth.
Okay, so back to the drawing board.... Oscars are not a good choice, since they are going to out grow your tank in nothing flat. So unless you have plans to buy a bigger tank in the next three - six months, you might want to look at smaller cichlids!
I am not very good at telling you what you should work with, but I can tell you why or why not a choice will work in your tank. I think it is best to pick a cichlid, and then build your tank around that one that you like best. You can pick other cichlids that are found with them in wild, and decorate your tank with wild type conditions. These biotope type tanks are fun and great to watch.