I used a rubber pond liner as opposed to a plastic tub since frost would likely heave it and cause me problems down the road. The hole size really depends on the size of your rock. Mine measures 4ft x 4 ft x 2ft deep. My pump is a Cal Pump submersible (1400gph). I also had a friend (the same one that dug the hole ) weld me a grate to support the rock. I painted it with POR-15 so it wouldn't rust. I was afraid the rust would leach into the water and stain the rock. Some pond stores sell the grate that is already rubber coated but I'm cheap.

Essentially dig a hole, lay down rubber membrane, set grate in place then the rock, attach hose to rock, install pump, arrange small rocks so it looks good and you're done. Ta-da!