Remember, no one ever says, "I wish I'd gotten a smaller pond!" Get a pond that is appropriate for the space in which it will be. A 30 gallon in the middle of a yard will look tiny. Also, just like tanks, smaller ponds are subject to more rapid fluctuation in water quality, with the added issue, as Schizo addressed, that they are also subject to rapid fluctuation in temperature.
You may have to save up a bit longer and plan a bit more, but the end result will be worth it.
Your filtration needs depend on your stock. If you have your pond lightly stocked with hardy species, you may need no filtration at all. If you want to keep fancy goldfish, etc., you will need some kind of filter. Which one you get depends on your pond design and your budget. A fountain or waterfall feature can be used as a filter.
Every pond should have plants, in my opinion. They provide food and cover for the fish, stabilize water temperatures, reduce algal growth, remove nitrogenous wastes, and help oxygenate the water. Pond plants come in five basic classes:
Submersed- elodea, hornwort, parrot's feather, etc. These plants usually stay beneath the water's surface. They provide lots of cover and help oxygenate the water.
Floaters- duckweed, water lettuce, water hyacinth, azolla, salvinia, frogbit, etc. These plants float freely on the water's surface. They provide shade and cover.
Floating leaved- water lilies, lotus, floating heart, etc. These plants are somewhat like floaters except they are rooted in the soil. They provide shade and cover.
Emergent- sweetflag, iris, taro, cattail, rushes, sedges, many others. These plants have their roots in the water and their leaves in the air. They are mainly used for decorative value, but they can provide shade and some cover as well.
Marginal- includes most emergents, as well as low-growing moisture lovers like creeping jenny and marsh marigold. This category includes plants that just like their roots wet, but don't like to be as deep in the water as emergents. Can be used right at the edge of the pond and in overflow/ bog garden areas.
Be sure to check your state regulations before ordering any of these- many plants are pests and may be banned in your state. This applies to all plants, but especially to floaters.