Yes, the last pond I built was 6' deep, it was a pain to keep the bottom clean. Another thing about going deep is falling in, you don't want to slip off the edge especially if your wearing waders.
I have two 5000 gal/hr sequence pumps, I am just hooking up one and see what kind of flow I get. they have max head of 23' and use around 350 watts. I had two hooked up at my old pond and the waterfalls looked like niagra falls. I am using flexable 2" PVC, last time I used ridged pipe, so this should be easier. I am hoping that between the bio-falls and the intake bay I will have sufficient filtration. I was also able to reclaim my Aqua Ultraviolet 120 watt UV, need to get new bulbs but the unit looks in good shape. If I hook up the UV I am going to try one of those sine wave DC pumps, OZPONDS on youtube has some great videos on them and other pond tips.
Jebao DCP Sine Wave Water Return Pump (DCP-20000)
to run the UV.
I like the ideal of the peanut size Koi, the parent stock is top notch so you never know there may be a real jewel in the bunch. Besides that I'm have a hard time to justify spending too much on a paticular fish.