I've built a fair number of ponds, since that was my job, and then my business, for several years:-)
Prefab shells vs. EPDM liners- both have advantages. It depends on what you want to achieve with the pond. Here are some questions you need to ask yourself:
-do I want to keep fish in it?
-do I want to keep said fish in it overwinter?
-do I want to keep turtles in it?
-what size would I like?
If you can answer these questions, I can be of more help to you.
Here's a couple pics of ponds I built at our old house in Toronto (one large, one small, both with EPDM liner):
http://www.scisnake.com/toronto/rearpond.jpg (still under construction)
http://www.scisnake.com/toronto/frontpond.jpg
Jeff Hathaway
Sciensational Sssnakes!!