I reconmmend atleast 4' deep for koi ponds, especially if you are going to winter them outside. 6' is probably the best depth, they can really build muscle mass which makes for better body conformation if they have a deep pond. If you want to keep plants too, I would build a seperate pond for them, koi will eventually destroy most plants you will put in with them. For a true koi pond it is best to make the side walls as strait down as you can (without making them structurely unstable). That way preditors have a hard time getting at your fish and it gives you more total gallons cause you don't have plant shelfs taking up space. Plus more water equals more stable water conditions, and you can have more fish!
Also, DO NOT PUT ANY ROCKS ON THE BOTTOM OF YOUR POND!!!!
Install a bottom drain, research filtration, and by filtration I don't mean skimmer box and bio-falls. Those don't have enough surface area for bacteria to be able to sustain fish.
Also, join the Koi Club, go to some meeting and talk with people about their experiances and ponds, and remember you can not research enough!
www.umkoiclub.org