The smooth coating algae is the toughest but also the least annoying. It exists as a smooth coating on every surface. It is actually healthy in a pond as it acts as a bacteria bed to help filter the water and keep the pond balanced. If you do want to try and limit the growth of smooth coating algae in a pond there are a few things you can do.
The best way to clean this algae off of the rocks of a pond is with a power washer. During a spring cleaning it will leave the pond looking fresh, however, if nothing is done to prevent its growth the rocks will green over again in a matter of weeks.
One of the best ways to reduce the growth rate of smooth algae is pH control. If you keep your pH between 6.6 and 7.0 you will slow its growth dramatically. Algae will build up but not nearly as quickly.
There are two types of fish that are effective at eating algae on the surfaces in a pond, the Plecostomus (Plecos) and Chinese Hifin Sharks.
Plecos are cheap and commonly found in any pet store. The problem with them is they are not winter hardy. They will thrive in the three summer months of June, July and August, but they will need to be brought indoors to be kept alive for the rest of the year.
The second type of algae eater, the Chinese Hifin Shark is (almost) winter hardy. Its natural climate ends about 100 miles south of Saint Louis, MO so it will survive most winters, but if we get an unusually cold one they will also die out. These fish are also far more expensive than the pleco, but since they can survive in fairly cold conditions they are also better suited.
Most algaecides will kill all types of plant life, including algae. These 'harsh' algaecides are fine if you don't want any plants in your pond. The primary ingredient in these are heavy metals like copper. In the short run this doesn't matter, but these can have long-term health risks for fish. The most common form of this type of algaecide is Pond Blox by Tetra.
The other type of algaecide is gentler. It is a large organic molecule that doesn't reach the roots of potted plants so it only effects plants whose roots are exposed and algae. These algaecides are harmless to fish and potted plants. They are also less effective against algae, though they will help reduce the growth rate. A couple brands include PondCare's Algaefix and Tetra's Algae Control.
Most people elect to just ignore the green surface algae because of the difficulty keeping this form of algae off the rocks. This is perfectly healthy as the algae doesn't have any negative effects and can actually increase the health of the pond. However, If you really don't like the look and want to do something about it the above methods are your best options.