I certainly no lake building expert but IMHO the cost of building the lake is gonna depend entirely upon the property itself. How large must the dam be, what type of soil is on the property, how much dirt must be excavated, etc.
Also you must ensure that you have the watershed to support such a lake.
Should you do it? HECK YEA!
To learn about lake/pond construction would purchase
"Perfect Pond, Want One?" and download
USDA Agriculture Handbook # 590 "Ponds - Planning, Design, Construction".
To get excited about ponds I would subscribe to Pond Boss magazine (available at the first link above).