I think I figured mine up around $1500 for everything. Main pond is about 6x14x3 deep, plus a stream feeding down to a second small 3x3x1.5 pond, and the waterfall is made with about $200 worth of hard sandstone bricks. Two pumps, two barrel filters, lots of pipe and rocks and plants. Everything was bought new when I built my pond last year, and considering what went into it, the price really wasn't bad.
My pond is surrounded by trees, so through October I spend about every day netting leaves out of the lower pond. However I didn't have a choice about the location, and the trees definitely help keep the water cooler in the Summer. Despite 100 degree temps in July, my water never got above 80 degrees, and the trees create a canopy that seems to help hide the fish from flying eyes.
Winter seems to be the time that most people struggle with. Your zone doesn't really tell you much of anything about what to expect over the cold months. I'm in zone 5, but I live at high altitude, and my pond hasn't frozen over more than a couple days at a time all Winter, and yet I will get a sudden overnight freeze that leaves a thick enough layer of ice over the pond the next day that the cat can easily walk across it.
Overall, the deeper you can go, the better. Unless you live in Yellowstone, this rule is true for ponds everywhere. At the very least, deeper water means more volume, so the temperature will change slower and cause less stress on your fish.
It's funny, but the labor of digging out my pond didn't seem that bad. What I had the most trouble with was carting the wheelbarrow back and forth, dumping out all the dirt I had dug up. THAT part took real effort!