Running your pumps all winter?
I'd strongly recommend that you don't run your pumps through the winter. Even though you haven't had any problems yet, that doesn't mean you won't have any problems in the future by doing that. All it takes is a power failure on a really cold day and all of your pipes, your EXPENSIVE U/V, your pumps and any other pond component that could be damaged from the expanding effects of freezing water could be ruined. If your pump fails, that in itself could cause the exact same problem. You'd have to replace alot of expensive components, as well as hunt down a whole lot of leaks in the spring. Not my idea of fun at all.
Even if you don't have an electrical failure, nor a pump failure, you're still causing problems if you run your waterfall all winter in a cold climate. I'm sure you understand that waterfalls are great at increasing the oxygen content of your water. I'm also sure you know that the way this happens is due to the increased amount of water/air contact that occurs as the water is broken up into smaller amounts as it falls through the air to the surface of your pond.
Well.......Not only is the water becoming more saturated with oxygen when this happens, but you must remember that the increased amount of surface area that's exposed to the air also allows that cold air to suck heat out of that water as well. As this process happens over and over as the pond cycles, your waterfall can actually cause a "super cooling" effect on your pond. This is absolutely NOT A GOOD THING! Since moving water is more resistant to freezing than still water. Your pond water has the potential to be well below freezing if you run your waterfall through the winter in cold climates.
The deeper parts of your pond will be where your fish are trying to hibernate. They hibernate there, because that's where the warmer water is. The earth is obviously warmer the deeper you go in the water. This is why you should make your koi ponds as deep as possible. If you run your pumps, especially if you run your waterfall all winter. Not only are you supercooling the water, but your circulating water that would normally be a warmer, safer place for your fish to hibernate (bottom of pond), to the surface where it mixes with colder water and eventually will go over your waterfall where it will eventually be really cooled down.
Another reason running your pond through the winter in cold climates is a horrible idea is because you risk the formation of an ice dam. Let's say you're at work and ice freezes in your waterfall, your skimmer, or any other place where the buildup of ice could cause your pond water to overflow out of the pond system. You've just caused an ice dam. You'll either empty your pond and leave your fish nice and dry in the winter time air, or if you have a low water shut off. Your pumps will automatically shut down, leaving all of that water in your pumps, pipes, U/V and other components to freeze and destroy everything. Sounds like fun huh?
Do your fish a favor. Don't run your pumps in the winter. You're risking the health of your fish and you're definitely not helping your pond. Your biological filters sure aren't active at those temperatures either. All of your nitrifying bacteria has been long since dormant at that point.
If you're not going to build a greenhouse over your pond, the best way to prepare your pond for winter, is to place alof your biofilter media in a laundry bag. Place a rock in this bag with it and sink the bag in your pond. Then drain your pond down far enough to empty the water out of all your plumbing, except bottom drain pipes (there's a way to get all the water out of those without draining your pond completely). Once you're pipes are empty, empty all your filters, pumps and components like U/V's. Take your pumps and components inside and let your filters sit dry all winter.
To keep the surface of your pond from freezing over completely, place a surface heater on the water's surface. It will keep an ice free area open all winter that's large enough for a safe amount of gas transfer to take place. Letting your pond freeze over completely is not good! What's even worse than that would be cracking a hole in the ice with a hammer, or other any other impact method. Like Critical Care told you. Doing so will shock your fish. It is a strong possiblity that you could kill them by doing so.
If you prep your pond the right way. Winter can be a safe time for your fish and a stress-free time for it's owner.