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okay, somewhere i have a binder full of info on koi ponds. my own proprietary secret checklist compiled from lots and lots of research, observations, interviews, reverse-engineering the failures of others and stuff like that. i used to be a landscape/pool designer/contractor, but now with this economy I'm just chillin' with my peeps and almost eating dog food.
a few things i can remember off the top of my head...
make it at least 3-4' deep. 5 or 6 would be better. the koi get some exercise by swimming up and down the depths in addition to the length/width.
no steps, ledges, plant shelves, etc. less than 2' deep. this goes a long way to preventing predators from being able to grab little koi.
bead filters are the most awesome. the ones i recommend are "Advantage" and some guy in Sacramento makes them by modifying swimming pool sand filters.
UV sterilizer is also a must
the pumps used for koi ponds are a little different from swimming pool pumps. they look similar, but they run at half the speed and use waaaay (way way way way) less electricity and they're often so quiet that you can literally stand over one and not know if it's on. but the only way to successfully use one is to use big fat pipe.
I would use no other skimmer but the Waterway brand. my reasons are too numerous and engineerical.
use huge pipe for the plumbing, 3" or 4" pvc. i can't tell you how many times i've seen some dum-dum pool guy try to build a koi pond and use only 2" pipe. i've even seen a landscaper build one with 1" pipe. most pool guys have absolutely no business trying to build a koi pond.
I'm a gunite kind of guy myself, but if you want to use a liner, or even a fiberglass shell, I won't hold it against you. Gunite adds loads of cost because it also adds the steel tying phase to the process and both the steel guys and the gunite guys are likely to have a minimum charge, so you won't necessarily save anything by making it smaller. (it can easily cost more to build a small spa than an average pool).
that's all i can think of for now...I haven't even tried to think about this sort of thing for a coupla years.