Good water circulation helps reduce algae, and you can get plants and animals to help control what does grow. Freshwater clams, shrimp and mussels are good, as are tadpoles and aquatic snails. There are some fish that eat algae, but for the most part pond fish like koi and goldfish just get really big and funk up the water more than they clean it. Ask a local pond or aquarium shop for what types of critters will do well in your area.
Another measure you can take is to build a biological filter; pump the pond water into a tall basin filled with layers of charcoal, porous rock (like pumice) and sand (CP-safe sand, ideally.) The output of the pump should be at the bottom of the container so that the water has to flow up. This causes particulate like algae and sediment to accumulate in the filter, where bacterial cultures will spring up and feed off of it. You can also fill the top of the basin with some quick-growing aquatics like water hyacinth to control excess nutrients in the water. Be careful with water hyacinth though, it's highly invasive and illegal in many states where it can survive year round in the wild. But if you live in an area where it freezes during the winter, then water hyacinth is easily controlled and makes a good pond plant.
You can also just plant a lot of stuff in the pond to reduce algae. Algae needs lots of light and nutrients to grow. Vascular plants are more efficient growers than algae, so if there are enough plants in the pond to keep the nutrients low and shade the surface of the water, algae won't be able to keep up. Some things to try are bog irises, Saggitaria spp., cattails, water lilies, water plantains, lotuses, taros, cabomba grass, hair grass... the list goes on. A local shop should be able to direct you to the best species for your climate.
Best luck,
~Joe
