Well, I have a very small, narrow yard, and a smaller, more narrow pond. If I were to cover the liner with rock, it would take up all the space in the pond. So I just let the liner show. No biggie for me.
But at one time, I did consider using bamboo mats - like those used for rolling sushi, or for placemats, or for privacy fences. They are lightweight, natural looking, and cheap.