Bob:
What's the deepest the water will be under your pier/gazebo?
Many different post materials have been used successfully - steel pipe and concrete filled PVC as you mentioned, treated wood (several discussions on whether PM's want that in or above there ponds) in sizes from 4"x4" (too small IMO) to 8"x8" (huge IMO), concrete filled cardboard carpet roll-centers, and my own beloved hedgeapple posts (all the beauty of wood with the convenience of nail-bending toughness, plus hard to find straight enough to use in more than 4 feet of water). Ted Lea once posted a pic of a dock that used pre-stress concrete beam seconds; it was a monstrously strong affair that looked like half an interstate ended in a pond.
I did a little searching for various combos of "pier", "dock", "post", and "piling" in
Questions & Observations and the
Pond Construction topics, and there are WAY too many threads that may be pertinant to you for my 1/2 speed Saturday morning brain to pick out all the good ones. However, here is just one large thread with several post and deck methods discussed:
Building a Pier WRT aesthetics, we have seen pics of several nice piers here. Norm Kopecky's is the only one the comes readily to mind. Norm's has also been shown in PB Mag. IIRC it's on the order of 12 feet wide x 100 feet long and the half farthest in the water is roofed over - wonderful for fishing in heavy rain or heavy sun. There was a post with pics of a really nice enlarged, covered area with seats and railings on the end of a pier (perhaps something like what you are thinking of) sometime in the last 6 months, but I can't remember who built it and I couldn't find it in the many pier threads this AM while searching. Maybe someone will remember who it was.