Xcal brings up a good point about the insurance. In addition to the extra cost for just having the pool, we also added a million dollar umbrella policy that costs around $150 per year (but covers the house and the cars). In this sue-happy society I consider it money well spent.
Having lived in the Boston area in the past, I wouldn't even consider owning an inground pool there. There just isn't enough opportunity to use it. I'm now in Central Texas, where a pool is useful most of the year and I don't have to mess with closing the pool (though I do have to pay for the pumps to run a few hours per day even in winter).
Oh yeah, one other unavoidable cost: Property tax. The taxman wants to be paid every year for you having that hole in your backyard.