The cost of rocks from a Pet store is very expensive. I have 4 tons of different shaped rocks in my pond which cost me $300 plus 50 to deliver (I did the back breaking task with all my children watching of placing each one and using waterfall foam to stack.) I've enjoyed having the rocks in my pond and believe the fish do as well...when the butterfly koi were smaller they would hide in the underwater caves.
In the way of what rocks not to be used: We have 2 types of rocks to really choose from: Igneous and Sedimentary. Sedimentary rocks will disolve quicker than Igneous rocks. A common form of Sedimentary rock is limestone and will run havoc on your pH (drops it to the more acidic range) and can make your water hard. Igneous rocks weather much better, but can still introduce (at small levels) magnesium, calcium, sodium and potassium. Make sure when introducing rocks into your pond or watergarden that you know what the rock is and do a bit of research. Round river rock is a great choice and the characteristics are very pond friendly. I have tons of this stuff and it hasn't effected my pH.
btw, check a local rock quarry for bulk pricing...even if not buying bulk, you will save quite a bit. Also, I've seen people sell excess after finishing landscaping and you can buy cheap as well...
Hope this helps.
Tom