Really depends on how cheap you want, and the size of the pond you would like to construct.....

Pricing varies greatly on bunker silo plastic, but there are some 100 foot or larger sizes available.  If plastic is laid down, and dirt pushed over the top, it may be the cheapest solution.  I've used plastic in several ponds.  Some sites here, are rocky, and plastic was the cheapest solution.  

I've also had clay trucked in and spread thinly over the top of whatever else was found onsite. This worked well also.