I think you need to anticipate:
how clear you'd like the water to be
consider the pond depth (deeper water is less prone to algae bloom
whether it's located in sun or shade
how many lbs of fish you will have, and how big they will get within a few years.
Whenever you have fish, some type of filtration is important to have a healthy pond. If you're adding 5-10% of the fishes' body weight in fish food, you can anticipate the demand in biowaste.
Lightly stocked ponds will need less filtration, and ponds located in the sun may need much more to counteract the tendency of algae to grow.
Steer clear of swimming pool filtration equipment. Those filters are based on high pressure and use smaller piping and power hungry motors that can clog easily. Filters may be in-pond or external. Depending on the pond's depth and location, you might consider a biological filter with a capacity between 1/6 and 1/4 of the total pond volume.
Type "pond filters" into yahoo and you will get a bunch of links. Try also "building a pond filter"
I thought these were interesting:
http://users2.ev1.net/~fshagan/pondpage.htm
http://www.flash.net/~blhill/pages....ion.html#filter
http://home.swipnet.se/~w-24320/pond10.html
regards,
Matt