I use EPDM liner, 45 mil PondGuard. It is a spectacular product. Almost indestructible.
DON'T, I repeat, DON'T try to glue the seams together yourself. It is your worst nightmare. Get a roll big enough to use a single piece, or have a professional seam it for you.
PM me if you want the source I used to order it. I got it at a pretty reasonable price. About 40 cents per square foot, plus shipping.