Oh, oh! Third option: use magma to create an obsidian border for your lake, because the answer to everything is magma 
I'm planning to do this to keep a 3 z-level deep pool of magma lava around my megeproject (when it's done), and I have a few questions:
(1) Can this be done on the extreme border of the map?
(2) Will incoming units spawn on the new obsidian wall, or not?
(3) Normally, things can go on brook tiles as if the brook was solid ground. what happens when magma meets a brook?
When magma flows over a brook, it turns the water underneath into obsidian. However, if you floor over the brook, it doesn't.
I guess the "brook" tile allows heat through it or something. Yeah, I was sure heat wasn't the case, cause that would just make boiling water.

I tried flooding one map with magma, but the magma evaporated/disappeared before it even reached the walls of the map. And they were only like 20 tiles away. :\ I didn't use pumps though, I just opened up a magma pipe, does pressurized magma flow faster?