There are a ton of different pond filters available. Pondmaster is a reputable and reasonably priced company. I would recommend an external cannister filter that has biological filtration and a built in UV sterilizer. Make sure the "gallon per hour" capacity closely matches the size of your pond. There are some pond building books that help you calculate your gallons based on pond dimensions. Lowes, Home Depot, or the library have some that you can leaf through. Basically, you have a lot of options in filter choice, but it all depends on the size and construction of your pond.
The type of filter I recommended is very expensive, but it will save you a lot of time(and possibly money) in the long run. When you see that clear water, and measure little or no waste chemicals on your test strips it will really make you feel good about the investment.
I've recently built some home-made biological filters. There are a ton of different designs. For all of them you basically need a strong pond pump and a few other inexpensive items. An internet search of "homemade pond filter" should yield you several designs. If you want, you can even incorporate an "in-line" UV sterilizer into your design.