First get plans and a PERMIT. Without a permit it is illegal in most places. The city could fine you and/ or make you get rid of it. Also find out at what stages the city requires an inspection. This is extremely important. My brother is a contractor and has heard many sad - and even devastating - stories about people without permits or proper inspections.
My cousins live in California and they have a huge place, so they dug a giant deep hole down by "their" woods and filled it with water...like lots of water and you keep refilling it and filling it. Or you could do it like my friend and hire some professionals to do it in your backyard.