Fish species: Most everyone up here has catfish and goldfish. I wouldn't know what else to try, but anything that can tolerate temperatures down to 36 or so should be fine. They slow down thier metabolisim for winter, can survive without food or filtration, and just need enough oxygen. Just don't let the pond freeze to the bottom, and keep an open space at the top. (The deeper the better to prevent bottom freezing.)
Heat: If you get a cold tolerant species, you only need to heat a small area of surface water to melt the ice for gas exchange. They make little floating heaters for this purpose. Given there is no insulation on the surface of the water, you wouldn't want to try heating the whole pond, at least not with conventional technology.
Fishless cycle: Sure! I suggest you do your plantings first, some compost in the plant's soil should be all you need to cycle. If you don't see an ammonia spike, and want to be sure it's cycled, throw in some fresh compost like your bannana peels or such and try testing again. The plants will also take up ammonia directly, so you may not see a spike without a really large ammonia input..
Construction: You can do a quick test to see how well the soil absorbs water in your yard. Dig a hole two feet deep, fill it with water. Check on it the next day. If the water goes down, you need a pond liner. (Most people do.)
Find out what sizes of pond liner are available in your area. Plan your pond out so that the width of the liner will go down one side, across, and back up the other side, with a good sized flap sticking out on all sides. Dig out a hole in the shape you want. If digging a deep pond, it may be a good idea to have a shallower ledge around the edge for planting shallow water plants. If your soil is rocky or has lots of roots, you could go for the concrete, or put down a couple inches of sand. You don't want anything puncturing your pond liner when you fill it. Lay down your liner, pleating where necessary to make it lay down against all parts of your hole. Use rocks or concrete forms to hold down the edge of your liner.
Your tube idea is somewhat difficult. If you could, I'd dig the whole pond as a single unit, put in your pipe on top of the liner, then fill in your rocks and soil to form the path over the top. This way you don't have to worry about leaks around the pipe where it goes through the liner.
If you need to leave the path untouched during construction, you will have to find an adhesive that works with the pool liner and adhere the liner to the pipe.
You could use concrete, but it is likely to fiddle with the chemistry of your water. You could use concrete with a pond liner or pool liner.
Substrate: to major choices, soil, or no substrate with all the rooted plants in pots. Pots make it easier to maintain the plants, but soil means you can put in some fast growth plants and cover the bottom fairly cheaply/easily.
Tadpoles: You'd have to study the current life forms present to find out. Be very careful about importing any amphibious critters into your pond, they are likely to get out into the wild population, and possibly cause problems. Talk to your county's cooperative extension office, or a biologist at your local high school or collage. They should be able to tell you what species are native to the area, and if they are likely to migrate into your pond.
