I financed it through a bank that specializes in pool loans. Since it was a new house and we paid less than 20% down, a HELOC was not an option.
We took out a 12 year term, but planned to pay the loan off within 6 months. It was a HUGE chunk of our budget, and it strained our finances a bit, but we wanted to get rid of the debt as quickly as possible.
As of today, I have it paid off fully! Now I can enjoy the pool without worrying about the payments!
EDIT: If you don't have the cash to pay outright, or enough money at the end of the month to plow it to your pool loan, DON'T get a pool.