Inground pools say it all. A hole is dug and a vinyl, fiberglass or concrete liner is installed to hold the water. One form of concrete pool is called "gunite" where concrete is sprayed on a wire mesh and then plastered over for a smooth surface. When it is covered with a water seal plaster, it wears longer than fiberglass pools. Some pools will have the finish layer a tiled surface. If you choose vinyl, the surface will be slick and the chemical stability easier to maintain.
The sky is the limit when it comes to sizes and shapes. Unfortunately the sky is the limit when it comes to price as well. An inground pool is labor intensive, requiring excavation, a ton of supplies and a certain amount of expertise by the installer.
You will be taxed as well on completion, as inground pools are considered improvements to your taxable assets.