It really depends on the size you wish to make and how high tech you wish to go. But generally, you can go to a pond/aquarium store and pick up a pump for water movement and a filter to keep the water clean for whatever size pond you are going to make. My above-ground pond is so small it is all in one unit.
In terms of more extensive plumbing and what-not, I think you could go that way, but its not really needed if you don't mind a little work now and again.
Check out http://www.wetwebmedia.com/PondSubWebIndex/lnrspdabvh2o.htm
as a good place to start. There are some great books on the subject too. I'm a fan of books, although they may have some outdated ideas they are better than trusting the guy at the fish/pond store.