In my opinion this is the one place you should NOT skimp on money. The PVC liners, while inexpensive are only 20 mil thick, and have guarantees of five to ten years. Preformed rigid liners while simple in appearance must be installed correctly, with drainage out of the excavation hole, and a sandy bed to sit into, or they may just float right out of the ground. For the greatest design options, the flexible liners are the best over-all. The additional cost of going for the 40 to 60 mil rubber liner with 20 year to lifetime warranties or a hard rigid liner is well worth not having to empty the pond to find the leak, where a rock or root has poked a hole into the PVC liner.
Concrete ponds are the most costly to install, and are in fact passe in most cases.
For very large-scale projects it may be the way to go. In our clay adobe soils, cracking is a big problem. If you have inherited an old concrete pond with your house, there is a good chance it's cracked and leaking. Retro fit it with a flexible liner to put it back into use. The basics components are a container to hold the water, a pump to circulate the water for sound and to keep the water aerated and fresh.