In the last couple of years I think I've learnt a lot about koi keeping (I have much, much more to learn though). It appears to me that a lot of people are joining this forum and making the same mistakes that I did so I thought I'd share what I think are majority opinion on a few subjects. Feel free to add / dispute or tell me I'm an idiot.
In no particular order ...
1. A bottom drain / gravity fed filter is by far the best method of getting pond water to your filter
2. Anoxic filtration is probably the cheapest effective filter available
3. Reverse Osmosis water purification is a cheap (if you're not on a water meter) way to improve your water quality and koi growth
4. Having salt in your pond as a precaution at a background level is bad for your fish
5. Join a koi club, you will get a lot of free, useful advice
6. Regular water testing of pH, ammonia, nitrite, nitrate is essential at least until your pond chemistry is stable. Free chlorine, KH, GH, TDS, phosphate are very useful tests to do too.
7. Topping up with untreated tap water is a bad idea (either use a dechlorinator or chemical treatment)
8. Treating for parasites before you know exactly what parasites you have (ideally by scraping and viewing through a microscope) is a very bad idea
9. Having fish other than koi in your pond will restrict parasite treatments you can use.
10. Not everything you'll be told on forums is true (perhaps including this? ;))
11. An auto-feeder will make your fish less friendly than hand feeding
12. Regular small water changes is a good way to control nitrates and other pollutants
13. Sun light causes green water / blanket weed to grow if you also have nitrate and / or phosphate present
14. If money is no object a drum filter and Bakki shower is probably the best filtration available.
15. A pond with a depth of less than four feet is generally a bad idea
16. Ball valves tend to be more reliable than slide valves
17. If done well fibre-glassing is probably the best way to water proof a pond
18. A microscope (and taking the time to learn how to use it) is a very good investment
19. If using a skimmer then a guard is a very good idea.
20. Changing water chemistry quickly can be bad for your fish. for example koi will tolerate a wide range of temperatures and pH but won't tolerate quick changes in temperature or pH
21. Visit other people's koi ponds (via a club?). What you see will give you new ideas.
22. Feed more when the water is warmer and little or nothing below about 8 deg C
[edit 23/11/13] removed the temperature one as there is no majority opinion, added joining a club and visiting ponds
[edit 12-02-14] added feeding
This list doesn't cover everything or try to give reasons, every subject above has lots more discussion this forum, the search tool is a very good friend ;)