There are several kinds of pond liners available in pond stores.
The first is EPDM rubber and this is extremely durable, resists punctures and quite flexible. It is normally sold in 40 or 45 mil thickness. If you intend to put a rock bottom on top of your liner, this is the liner for you as it is very flexible and will give and take with freezing. The puncture resistance and flexibility ensure a long life and consistent performance. Usually guaranteed for over 20 years.
Polyethylene is the cheapest liner you can buy. But with this lowered cost comes a lowered lifespan. If exposed to sunlight this material may only last one season. It is not puncture resistant and it is quite stiff. The only serious use of this material is if you have a very large pond with a sandy bottom and can bury the edges so the sunlight cant get to it. But if you think you want to build a backyard pond cheaply, using this is truly false economy.
Polypropylene is another choice and it comes in the same thickness as EPDM and is equally puncture resistant. The problem comes in the flexibility (about the same as polyethylene which is to say terrible) and this makes it difficult to go around corners. But it is the strongest of the liners.
Old swimming pool liners make terrible liners as they tend to degrade quickly in the sunlight and are quite stiff.
And what about cheaper materials such as that for roofing. The difference between fish-safe and other material is that the fish safe liners are made with a consistent formula. Other non-fish materials might be OK in this batch but if compound A becomes cheaper next week, it will replace the more expensive compound B. The difficulty is that it doesnt matter for roofing that compound A kills off fish while compound B does not. In fish-safe liners, all material used is consistently fish-safe. But it is possible to obtain a real deal on roof liner material sometimes just be aware that it may or may not be fish safe.