Hi Liz
There are not that many water plants that do not die off in the winter months,The only ones i can think of is the Rushes,Water sedges,and the Irises.
Some of the better veg filter plants to use in the spring would be the,
Phragmites Aaustralis (Norfolk Reed )
Mimulus
Watercress
Water Mint
Glyceria ( A Variegated Grass)
Some of the nicer marginals you can get are
Variegated iris (iris pseudocorus varigatus)
Marsh marigold (Caltha species)
Arum bog (Zantedeschia sp)
Hostas
Astilbe
Creeping jenny (lysemachia sp) to trail over the edge and into the pond
Hoytinnia (spelling ?)
Pickerel weed (pontederia cordata)
Ligularia sp
Lobelia cardinalis
Sweet flag (acorus calamus)
Umbrella plants (cyperus sp)...might need more protection from frost
Juncus sp eg juncus spiralis
Peltaphyllum peltatum.