I built my pond without shelves, as I was told it reduces their swimming space and they like / need to swim up and down as well as around the pond.
Ok, but if you're going to have any plants in your pond (other than lilies) you'll need to create something to put your plants at the correct level. Adding crates or building structures in the pond to hold marginal plants will also take away swimming space, so I'm not sure how that's different from adding shelves in construction and planning for plant placement as you build.
Our fish swim in and among our shelves all the time. They love to poke around in the gravel and see what's what. Even the big koi nose their way through the plants on the shelves just checking stuff out. It's also where the frogs hang out and watch the world go by.
Not being critical here
@Tula - I think everyone should build their pond the way it suits them. I would just take a different approach - if I were worried that my pond wouldn't give enough surface space for my big fish to swim, I would go wider before I chose to eliminate shelves from my design. If I were cramped for space, I would stick with smaller fish. If I were building a pond strictly for fish and no plants, then I wouldn't worry about shelves at all.
But having shelves in my pond has allowed me to naturalize many of my edges so I don't have to fool with pots every year, which means less work for me. Plus, in our shelf design we included several area that make for easy access so we can safely get into and out of the pond when we need to - and in the event someone or something falls in accidentally, the shelves also give them an easy way to climb back out. Again - no criticism... Just a different point of view!