Don't know your location so can't really guess about how cold and long your winters are.

You can just use the cement slab as the pond bottom. Water will push outward pinning the liner against the sides. You couldn't left the sides.

If you took the pallets apart you could use the wood to build the frame. You want the thin side of the 2x4 (or 2x3) against the pond side so the longest part of the wood sticks out. People new to wood working want to lay it the other way and that's weaker. You also want to overlap the corners, like a log cabin. Corners are weak.

For the liner you can go as cheap as you like. Regular rolled plastic sheeting can be used. 2 mil, 4 mil, 6 mil. Thicker the longer it lasts. but more it cost. I would use black, not clear. The clear seems to break down in sunlight really fast. You'll probably have to buy a bigger roll than you actually need, you can add multi layers.

But really a PVC liner isn't going to be that much more if you can buy the exact size you need.

Underlayment would help. You can use a landscape fabric, the polyester cloth is good. Or you can just use a bed sheet, just doesn't last as long.

You can build a second wall around the two exposed side and then insulate in between using what ever you have, even newspapers.

Make sure the outlet is GFI protected.

You are most excellent sir! I'm in zone 6a (southern Missouri). We don't get tons of snow usually but our winters tend to get pretty cold.

Thank you for the suggestions. I will think about all of them. I'm glad to hear I can leave it on the cement. If I go the route of buying really nice, last a long time wood, then I will build a base to it for easy transportation in the event I move in the next couple of years, but if I go the route of cheaper wood that will last me while I'm here at the house but don't intend to move the pond, then I'll stick with just the cement as the base.
I do have landscape fabric. I bought a huge roll of it on sale awhile back and know I don't need it all. I also found someone on craigslist with a big above ground pool they want to get rid of so I'm going to see if I can snag it super cheap. If so, I can use all of the plastic lining for it and would have enough to line the pond 2-3 times! It would just be blue instead of black, hehe, but I can deal with that. It would also come with a pump so I am thinking maybe I can rig it up to work with a the pond. The guy wants $40 for it all. I offered him less, we'll see if he takes it. If so, I could really land myself a cheap set up and be able to sell the extra pool parts I don't need (like the ladder and pool chemicals) to get a little of my $ back.
Anyways, thanks for your advice, especially about how to work with the wood and the outlet. I will look into that!

Please get a stock tank to make your pond. These are built to hold water and stand up to abuse by large animals. You get the stock tank, set it in place, set up a filter and pump, and add water. You can build any kind of surround you want to make it look pretty.

The link is to one that is about the size you want and not very expensive. Look around the site for alternatives.

Here is a link that might be useful: stock tank

You say you don't have a lot of money to spend. Here is an idea that my friends used to make a really nifty small pond. Scout around the neighbourhood and find a bathtub that is being thrown out. Clean it thoroughly and put a plug in the drain if their isn't one. They levelled the tub and placed stones nicely on all sides and used cement as grout. You could use bricks, wood, use your imagination. It won't be a large pond but you can add a small shelf for marginal plants and have a few fish and a spitter with a small filter. I wish I had a picture to share. They also had some tall plants on the outside of the tub to make it look even more natural.

A lot easier to move a structure that comes apart. So if you went that way I'd still just do sides and make them bolt together. You can also loop a steel cable around it to add strength.

Hi
There is another site that sells fiberglass tanks with or without one glass side . Aquaticeco.com. Give the advantage of underwater views. Since you already have a concrete slab, hopefully thick enough to take the weight??.
More expensive of course but also more useful?? Goodluck with whatever you decide gary

Aquatic does have a sweet tank.

Another thing that could be about the size you're looking for is a used liquid tote container. Food grade. You just have to cut the top off. Can be found on Craig's List sometimes for $25-50, or from a company for $100. Takes some scrounging.

A friend of mine was thinking of an above ground pond/tank too. My question for the experts here is: wouldn't the water completely freeze in zone 6a? Probably depends on the size of the tank but OP's planned tank size seems small enough to freeze. What do you think?

Yes, a small above ground pond would more than likely freeze. Where I'm at, it gets cold (below freezing), then it'll warm up to about 35/40, rain, then drop below freezing again so then we end up with ice everywhere....
This last winter was super mild and quite pleasant, but we go in cycles. We have mild winters then we have cold rainy ones, then cold snowy ones, then cold rainy ones, then mild...and the cycle continues.
The nice thing about the location I've picked is that it will be somewhat protected from wind (which is what really gets us up here when it comes to things freezing!), it is somewhat protected from the rain, one side of the pond would be up against the house and the other side up against our porch which would be a bit of a heat source...I know not much but, but enough to help. We have some plants here that if you plant them out in the yard, even if you mulch them, they don't always return, but if you plant them up against the house, they get just enough eat to survive.
Sooooo, I am thinking, considering it'd be fairly protected from the elements, if I toss a heater in, I might be able to keep it just above freezing.
Plants I don't mind if I have to take them in, I can put them in my fish tank during the winter if there aren't too many. But I would not have room in my tank for pond fish and unless I build a separate mini indoor pond to use in the winter, I won't be able to bring pond fish in.
I did consider the bathtub idea. I found one for $30 on craigslist, but the sides of it extend out a bit further than what I want so it would take up too much room on the cement. I'll keep my eye out though for something that might work.
I did find a cast iron one but the guy sold it already :( Hubby wasn't excited about that anyways because he doesn't want a heavy tub to move to the backyard, hehe.
Keep the ideas rolling! Once I get it done, I'll post up pictures, but it'll probably be awhile. I have summer classes starting in a week and a competition to prep for so I plan on spending the next month or two just keeping my eye out for super cheap items I can use, then after my competition I will see what items I have gathered and hopefully be able to put in the time to build it all.

@ tropic: The freeze factor is something I've never had to deal with but the OP did mention a pond heater. I'm sure someone here can answer your question. One thing I don't see addressed here is the [actual] depth of the pond. An important consideration if fish will be overwintering in the pond. No idea what is considered safe in your zone(s) but definitely should be checked out.

@rk: If you manage to snag a preform or pool at a steal, I'd consider using at least some of the pallets as is for the surround. Staple on landscape fabric, stuff with insulation & use dismantled ones on the two exposed sides.

In meantime, I'd be scouring every availble source for some other material for the outside (only because I hate taking pallets apart - so.not.fun.) Always ask first but two great sources for free lumber are construction sites & cabinet shop dumpsters. Can't beat the price & might save you a good bit of labor.

happy ponding,

~digger