There are not many types of centipedes that are good for saltwater tanks. Bristle worms are usually ok as long as you do not let them overpopulate your tank and you do not touch them with your fingers.
A bristle worm looks like a centipede and can live in a saltwater tank. They are usually harmless and typically will live under the rocks or in the sand. They are good because they eat waste that can build up in your tank.