You can use bentonite ( a drilling mud clay) for a bottom. Unless you have clay naturally occurring already, you must add it or the ground won't hold water.
Lined ponds can look totally natural: Have a look:
http://www.pondlady.com/portfolio/portfolio.html?PHPSESSID=7209c4fd266b31a75e36c7f5614efb46
These are all ponds lined with 40 mil butyl rubber liner.