What you need to do first is decide where you want the pond. Then how big around do you want it. Make sure it will get at least a couple of hours of full sun if you want any plants to thrive in it (such as lilies). You can get preformed pond liners or go with just the pond lining that you form yourself - depending on what you want. Then, decide if you want a waterfall or a stream or a fountain to circulate your water. If I were to do a large outdoor pond, I would go with the liner so I could design it the way I wanted. On the lower end, I would suggest an overflow
skimmer box (sort of like in a swimming pool). The water would then go through your filter (I like the external pressure filters just because they don't take up space in the pond itself and they are easier to get to for cleaning). The size and type of filter will depend on the size of your pond. Then, to get the water from the filter back into your pond, you can use waterfalls or streams. Once again you have a choice of preformed waterfalls or streambeds, or using the liner to build your own, or even using a waterfall filter box in conjunction with your main filter or as your only filter. I would also suggest building up a "sitting wall" around at least part of your pond. It can give you a place to sit and enjoy your fish. It can also give you an easier way to deepen your pond without having to dig too far through the shale layer. If you build up the wall with room for plants between the wall and the pond itself, it will provide a bit of insulation for the pond. My pond is done this way (on a smaller scale, since it is a smaller pond). The plants you choose for around your pond can also help to hide the edge of the liner and provide a more natural pond edge. Having a pond that is half in the ground and half raised will also bring the fish up closer to where you can see them while still providing the depth for temperature stability. Check out the Dr's Foster and Smith pond section for some of the waterfalls, streams, and filters that are available. You can also google preformed pond liners to see some of the styles. Unfortunately, most of the preformed pond liners are less than 3 feet deep. If you use the flexible pond lining and design your own, you can make it whatever depth you want, and actually have it follow the natural contours of your hole without have to worry about having a completely flat level hole. There is an underlayment that you get that will help to cushion the lining so it doesn't get holes in it. One of the main things that I would keep in mind is maintenance. However you build it, you have to be able to clean it. Keep your filter box where it is out of sight, but easy to access. If you do a waterfall, then you could build a framework so you have a cave type area under the waterfall that the external filter can fit in. Hide your tubing as much as possible - clear tubing that allows light in will grow moss inside, black tubing will not. Vinyl tubing can collapse,
PVC pipes don't. Buried pipes are more protected from the elements than pipes that are out in the open, but harder to get to for cleaning. The larger diameter pipe will allow more water to flow easier than smaller diameter pipe, but if you are using vinyl tubing, the larger diameter is also more prone to collapsing/kinking. When you choose your filter and your pump, the higher the capacity, the better. If you get the most powerful pump you can afford, then you will always have sufficient water pressure for your water features and your filter. If you get the largest capacity filter you can afford, then it will lower the amount of maintenance you will need to do as well as keeping your pond much cleaner.
The initial set up of a good, big outdoor pond can be expensive. If you do not skimp on any of the original set up, it will make your pond cheaper and easier to run with fewer problems once it is up and running.