I like the deeper water idea, except that if it's windy in your area, simply ask JF'nK to wind surf on your pond 24/7. Blue Herons and horses are deadly enemies. Think this would work better than wire or dogs.
I think deeper pond and strung up monofiliment would work. Or protected fish shelters as someone suggested. Big ole pieces of slate mounted on concrete blocks that the fish could swim under to escape the heron.