Maintaining Water Quality
Your initial fill of the pond, and topping up to replace water lost through evaporation or leaks, or for intentional water changes, is likely to be from tap water, and this is almost certain to contain either chlorine, chloramine, or both. Before adding water, add a chemical dechlorinator to the pond, in sufficient quantity to neutralize the water you are going to add. If your water contains chloramine, you must use a neutralizer that can handle that (letting the water sit does not work, as chloramine evaporates much more slowly than chlorine). I use Ammo-Lock 2, which is widely available, as it both neutralizes chlorine and chloramine and also renders the resulting ammonia non-toxic to the fish. Another benefit is the detoxifying of any ammonia in the pond due to insufficient bioconversion. Note that most ammonia test kits will still indicate the presence of the detoxified ammonia. Here and there on usenet there are some exchanges on the subject.
It happened to me, and it seems to be a common problem: your pond water turns a rich, opaque green. This is caused by a type of algae, the fish don't mind, but it's no fun for you. According to some, this will eventually solve itself by the establishment of an appropriate colony of bacteria. Others believe that it can be prevented by avoiding too much direct sunlight. My pond gets a great deal of direct sun; I solved the green water problem with an ultraviolet clarifier. This is simply a long UV light encased in a quartz sleeve inside a plastic tube with watertight fittings; you divert a portion of the flow through this tube, and the light kills the algae, which then clump together into larger particles that either settle or can be filtered out. A side benefit is supposed to be the destruction of unicellular parasites. The affect was dramatic after I hooked it up; within 24 hours the water was dramatically clearer, and after a few days it was completely clear. Over a year later and I have had no further problems with green water.
The device, a 40 watt version with 2" connections, cost $350 from Koi Joy; I have heard that you have to replace the bulb every year or two (about $40?).
Bioconversion of Ammonia and Nitrites
The issues here are exactly the same is in an aquarium. I strongly suggest you read up on this topic; look over the relevant links and in standard reference works.
Here I would merely like to point out that you can save some money by not purchasing a "biofilter", as it is fun to make one yourself, and this way you can better incorporate your biofilter into your particular pond situation. You can add filters or make yours bigger if it turns out that you need more conversion capacity.
The pH in an outdoor pond undergoes a normal daily fluctuation; if this is too wide it will kill the fish. To stabilize the pH you must maintain sufficient alkalinity (KH, carbonate hardness). Fortunately, this is easy to do. I added a handful of agricultural limestone (a big bag at Home Depot cost me a few $) to the pond this Spring, and, after the resulting disturbing milkiness went away, the pH is a constant 7.6; it hasn't moved all Summer, no matter the time of day. This is the most useful thing I have learned from browsing rec.ponds; the posts that alerted me to the value of limestone are here and here. From there I was led to this useful technical article, which I highly recommend, but you might want to start with a slightly gentler introduction.