Yeah, pools certainly aren't required. In addition to great tips given I'd add that pump size can overcome all. That's used in the Aquascape type ponds. Faster and easier to build, but owner has to pay more for electric to push more water to make up for poor workmanship.
To the max falls per watt of pumping, sheet of water free falling vs running down rocks, the key is to have a perfectly level edge for the water to go over that overhangs the lower rock. A drip edge on this is key to stop water from running back on the underside and down the next vertical face.
There's a trick for the top most level where the pipe from the pump ends with a perfectly level piece (1" to 2" pipe). A slit is cut most of the length of the pipe with a cap. The slit is made level and water from the pump comes out in a very nice even sheet. Having water just shoot out of a normal pipe end can look unnatural. Normally people do put a pool, at least at the top, to slow down the flow coming out of the pump, spread it out. But sure isn't needed.
Don's Pond video is very good. To make the level drip edge I like mortar or a slate tile that I hammer the edge to make natural. Don has a good tip on using regular mortar inside of mason mortar which has clay and too soft for a falls.
I also like a calm surface in the pond and do not like any chance of foam so I general add a catch basin.