I'm currently doing the installation of my first pool. Per the current NEC code book the pump and heater must be on GFCI protected circuits. They have changed the wording that allowed you to get away without using gfci on pumps and heaters even if they are wired for 220v. The short and quick of it is all equipment circuits need to be supplied by their own separate GFCI. If you run a sub panel, which I would recommend you do, the feeder size should be sized to handle 120% of the highest amp draw (ie your max pump amps) plus 100% rated load from your heater. This will likely put you at around 40amp 220v main feeder (remember with 220v dual pole breakers you don't add each leg, a 40 amp breaker is a 40 amp breaker anything over 40 amps on either side of the breaker will cause a trip). Depending on how long your wire run from panel to panel is will tell you what size wire you need. At a minimum you will need 8awg wire. Type NM wire (ie romex or standard house wire ) is not acceptable to run outside, and you cant run it in conduit. Direct burial wire also isn't expectable for pools per NEC code for pools because they require an insulated ground conductor which direct burial doesn't have. Now before I get flamed by a million people saying but I ran it and it's ok, this is the 2014 NEC code, not all states have adopted it and anything built prior didn't have to live up to it. This code only applies to new construction or major rework of the electrical system, and only if your local town or state has adopted the 2014 code.