All you need for winter is a bubbler and a small heater. The small heater is important in case it completely ices over, as it will keep a small hole in the ice to allow for gas exchange, without the hole, no gas exchange=no CO2 and other stuff gassing off.
And ponds can be pretty expensive fast, but they are definitely relaxing. I just spent 1300 at the pond warehouse by us for a new swimmer and pump, but I think the two big ones are 1. plan it out, and 2. make sure you have one of the floating shutoff valves next to your pump. Old skimmer didn't have room, and we have lost 3 450.00 pumps in 11 years. A lot of places by us have kits that come with liner (good liner at that), a pump, skimmer kit, and all the necessary plumbing/hardware to put it all together. I think we paid around 3000 for it, the pumps have died due to human error. The lining on the other hand is still in awesome shape despite the wear and tear, still have 10 years left the warranty, they come with Easy Pro pumps which are AWESOME pumps both energy wise and pump power too. I highly recommend the Easy Pro kits if you can find them.
Ponds can get expensive, but once they are up and running, they are less work IMO then a fish tank, and totally worth it. I think the bigger expense is the electric bill... Putting your pump on a timer 6 hours on 6 off, 6 on, 6 off, will save you money big time lol.
As far as size, my fish guy (fish biologist for 10+years) says to go by .01 pounds per gallon. So for a 4000 gallon pond, you could stock with 40 pounds of fish, so in my case thats about 8 full grown koi. Not sure on the size of a full grown Channel Cat. Which I think is a way better way to measure pond stocking levels then inches etc. I do highly suggest making it deeper then you think though. Not only will it keep birds away, and being I hail from NJ, I know herons can be a pain, but it will also be warmer down at the bottom during the winter.