First Jason you have to expect a few losses regardless of what you do. You are setting them up in an outdoor environment and subjecting them the elements.
Next you have got to get cold hardy species. Most painteds are tough but easterns are your best bet. Sliders are tough as nails and will generally survive. Maps again you have to check the relative cold hardiness of the species.
Dig your pond at least 3 feet deep. You want to get below the frost line.
Leaf litter at the bottom is okay and they will dig in but you must provide either a bubble system or an ice chaser (heating unit that comes on when the water dips below 40 degrees to keep an opening in the surface of the pond. If your pond freezes over and the leaves rot the gases that are emitted can poison turtles and fish if they cannot escape the pond.
Also you want to be sure to stop feeding when temps get below 60 degrees. You don't want food to sit in the gut of the animals undigested. It could prove fatal.
You can also allow them to hibernate in a pond that is deep enough and clean bottomed. The benefit to this is that it you have some visibility and can monitor them over the Winter.
In any case you should also be ready to pull them in at a moment's notice as something could turn in your pond and create problems. Fungus can grow if conditions are right and grow right on the body of hibernating turtle. I have seen this condition eat out the eyes of turtles. The animals actually did recooperate but lost their eyes from the fungus.
So you see there are lots of things to think about before you consider leaving your animals out year round.
Steve