Low Density Polyethylene is cheap and readily available in hardware stores, but to be avoided. LDPE is not strong enough to retain large bodies of water in the long term and certainly cannot take heavy weights like rock or stone chips. It tears and punctures easily and is not UV stable.
High Density Polyethylene is thick and strong, and relatively inexpensive by the m2, but needs to be welded with heat welding machinery. This is expensive and so HDPE is really only cost effective for very large projects with simple designs. Inlets and outlets are also expensive. HDPE has no capacity for stretch and so supporting structures need to be solid and stable, and application is limited.