Filtering your pond water removes fish waste and feeds it to bacteria and plants, you won't get the build up of sludge on the bottom and the water will stay clear, its also healthier for the fish.
There is a disadvantage of having clear water and that is the predators will be able to see your fish when they fly over, I have problems with Kingfishers and Great Blue Herons and even a River Otter, so if your cleaning up the water make sure you have lots of cover in the way of Lilies and plants that cover the surface. A net placed over the pond for the winter months when there are no plants for cover can save a lot of fish.Having plants with long roots and some rip rap in the pond to make a reef creates some hiding places that the fish can go into.
I used to use biological upflow filters, these work very well but what I don't like about them is they need an aeration tower to oxygenate the water for proper bacterial action and they have a bare gravel bed, I have my filters integrated with my pond so this became an issue for me since its not so easy to hide, if your filters are hidden than this wouldn't be an issue,veggie filters are easier to construct since you don't need to build a shelve with a grate to support the media.
Veggie filters are sometimes called bog filters, so you if you want to learn more you can try a google search on bog filter or veggie filter.
To construct a filter you will need a pump, a container for holding the media, piping and distribution grid and some media. And some plants of course.
You will also need some way of draining the filter to clean out the accumulated solids, this should be done regularly so make it easy.
For a pump you want something that will recirculate the water in your pond every hour or so, and size your filters so there around 15 percent of the volume of your pond, a lot depends how many fish you have. The height you will be pumping will have to be factored in also since volume drops with height pumped.
Use piping with a smoother surface on the inside and the largest pipe that your pump can use, this will keep your line losses to a minimum.
For a container I dug a hole and used pond liner, build up the area so the filter is higher than the pond so the water will flow back with gravity, I separated the filter a couple of feet from the pond.
Once the hole was dug, underlayment placed, the liner was positioned and the grid layed in, my grid isn't the greatest and is somthing I had on hand and modified.The grid has holes evenly spaced, you don't want the holes too big, you want a bit of back pressure so all the holes get some flow.
The black clean out tower can be seen on the right, this is big enough I can drop a small pump into and pump out the sludge, a long enough hose on the pump to reach over to the flower beds is a good idea since this is great fertilizer. There is also a vertical pipe for hooking up compressed air to bubble the media for a good cleaning, a leaf blower is also good for bubbling, no need to remove the gravel for cleaning.
Once the grid was placed I started putting some water in and fine tuning the liner, once that was positioned the rock was placed, most likely it will need washing fist, I use smooth rock for media since its easiest to clean, course for the first half then pea gravel for the top half should work well.
Back filled and edged, plastic lawn edging works well for an edge treatment, it gives a clean level line that is easy to hide, this way I don't have to hide the edges with flat rocks I can use plants for a more natural look.
Final result, plants are filling in nicely. Experiment with different plants, is suprising what will grow with there roots submerged, Gunnera was an experiment that worked out well, they just love that steady supply of water to the roots, Hostas are another one that work well in the pond and filter, Pickerel Root, Creeping Jenny, Ladies Mantel, are some others I have tried with success, Yellow flag Iris is ideal because it grows fast and has a strong root structure.
I have another Veggie filter feeding the water fall, its small in size, but has a larger volume of water since the waterfall flow feeds through it.
Close up you can see it blends in with the surroundings.
Its only the beginning of July when the last pictures were taken so there will be a lot more filling in and I will try some more different plants to see what else I can find the works well.