I promised to bring up pond filters, so now I have a few minutes we'll give it a go. A pond without some kind of filtering process soon becomes an algae-infested, soupy mess--thus the need for a filter. There are many varieties from inexpensive homemade to costly purchased filters--you can even use plants as filters if you plan ahead.
the size of your pond will obviously determine the amount of filtration you will need. In my little pond I don't use a regular filter, instead I use plants like water hyacinth and water lettuce (both are illegal in areas with large waterways that never freeze over), though there are plenty of non-invasive plants available for use as well. I also occasionally wrap my pump in a bit of quilt batting (something like a dollar and a half at Wal-Mart and will last me for ages.) when I have serious cloudiness.
For a larger pond you'll have to take stranger measures. Plants can be great biological filters--they pull the nitrogen out of the water, stealing the nutrients that algae grow on. Some people plan an extra small, shallow pond at one end or the other of their water circuit (ie either have the waterfall drop into it, then that water drop to the main pond, or have the main pond empty into the shallow pond where the water is pulled from to carry back to the waterfall).
If you plan it right, that can work, but usually, even then, you may want to use an additional biological filter. These filters use a pump that pushes the water through a media with many surfaces. There are lots of different kinds you an use. Some people swear the only safe media is the little balls or PVC shreds provided by companies that specialize in building filters. Others will tell you any non biodegradable items that have a lot of surface area (for example, thousands of tiny plastic toy soldiers) will work. Another site I have spent a lot of time at suggests using new, clean scouring pads because of the scads of surface area they provide. The idea is that the surface area is a place for microorganisms that will eat the excess nitrogen and other wastes left behind by fish. While the quilt batting mechanically removes the algae and dirt from the water, this kind of filter doesn't remove anything, it just helps promote good overall pond health.
If you have fish in your pond--especially koi--then a filter of some kind is a must. There are lots of directions on how to build them, but one of my favorite can be found here. I have a stash of those scrubby pads sitting downstairs for my own filter--when we get the big pond going.
Purchasing ready-made filters is far easier, but the cost is way outside my budget, so I'm going this direction. hopefully by the time I get to the pond-building step, I'll have purchased all of the individual parts and be ready to put it together.
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