my wife and i built our own fence around a 20x40' inground pool. we used the white, vinyl picket style fence and installed the posts by renting a gas powered post hole digger. mixed our quick-crete for one post at a time, set them and then cut the fence sections to length, screwed them to the posts, set up the gate similarly.
the whole job took us a few weekends to complete but was worth it in the end. potential problem: we didn't install the pool so didn't know exactly where the underground piping lay, only that it was at least 18" down. we put our posts about 15" deep to avoid wrecking a supply or return pipe.
one benefit of relatively shallow post holes, the fence could be removed and sold later on when the kids are older. we had a chain link fence all around the peremiter of our property per code, so we weren't worried about a random person falling into the pool.
good luck!