Its all about how far you dig. In my area you hit clay about four feet if not less down. Not sure what your area is like, but basically you want to get rid of the softer layers of soil if possible. Then you will eventually reach the next layer in the soil which will be alot harder, alot more impacted and alot more resiliant to letting water escape through it. Then add a base of really fine sand. If that doesnt work...go for a liner..its a band aid approach to a very solvable problem, but like i said..depending on where you live and what your soil conditions are like..you could be digging forever