A balanced ecosystem that includes fish, plants, and microorganisms (algae and bacteria) will keep your pond clean. Yes, algae are in every pond, but with the right balance of fish, plants and bacteria, the algae population will stay in check naturally. Its all a part of the ponds nitrogen cycle.
When building your pond, include a pump (for your waterfall and/or fountain), mechanical filtration, biological filtration, plants and fish. Pumps circulate water through the filters and the splashing water pulls in oxygen. Mechanical filters catch large debris. Biological filters offer vast surface area for beneficial bacteria, which break down toxins. Plants consume nitrates from the water. Also, surface plants shade the water and submerged plants convert carbon dioxide to oxygen. Fish consume insects, algae and plants. Stock no more than six inches of fish for every 100 gallons of water.
I wrote a book called All About Building Waterfalls, Ponds and Streams that is available at Lowes. It is the most concise and thorough pond building book on the market right now.