If you do nothing else while building your pond, build it above grade. You can use my method or just pile up the soil you removed from the hole around the edges, but if you don't build it up, run off from your yard can kill your pond.
When you are digging your hole, dig straight down. If you dig a bowl shape you will slide down into the water every time you try to get in your pond to do maintenance. The extra surface area exposes the pond to more sun and therefore more algae growth.
To find more pond information, go to pondlady.com