Building a Swimming Pool

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NOT for a rental, NOT for a resale.

I'm thinking about having a pool installed at my home (personal residence). I know you don't get the money back when you sell, but I'll probably be in this house for at least 20+ years, so that's not an issue.

Does anyone have any wisdom/experience to share about installing an inground pool? I'm interested in anything you might know -- what should I pay, what's the best type, are there any parts that can be done DIY, filtering systems, diving boards, etc., etc. Any mistakes you've made, regrets, etc. Anything you did or have seen done that is really cool? I haven't created a budget yet, so I'm at that dreamy stage where theoretically anything is possible (until reality sets in).