On my pond, we have been trying to keep summer temperatures down as much as possible. I found that
greenhouse shade cloth is pretty cheap for large areas and would allow rain through. I second the notion about going deep, however it is a GOOD IDEA to hire this out to a knowledgable pond builder as there is a limit to how deep you
should go on a given terrain, otherwise your water will just go through the substrate into the ground.
Lining the pond is a real issue as well, you need to think about that. If water conservation is your first and foremost goal, I would consider a synthetic pond liner that is professionally installed. Luckily we had clay and lots of it, as well as tons of water, so we do not have those issues, just the sun heating the water up more than I would like.
Good luck, and it is far better to take your time and put a
project off to do it right than rush into something like this and regret a decision later!