They don,t just stay on the bottom , depending on which type . They will also hand feed just like koi do if you are prepared to spend the time getting them to do so .
Sturgeon require large ponds with plenty of o2 so a koi pond certainly fits the bill in most cases .
The feeding of them isn,t a problem in winter , it doesn,t matter if the koi eat a few sturgeon pellets and what i have found is that below 8-10 degs the sturgeon will find most of the food before the koi do anyway .
Also consider this ….in nature a carp will have more chance of finding a worm , maggot , basically something animal based than it will anything plant based to eat as all that has died back .
They do restrict some treatments you are able to use , but there are ways around this so if you really want a Sturgeon its a case of finding out what you can and can,t use with them .
They can thrive in a decent sized koi pond but sadly the amount of muppets selling them on ebay slung on a patch of grass and asking £500 for a 4 foot Diamond sturgeon that has been in a small pond seems to be the norm .
At the end of the day its always going to be a personal choice wether you find them ugly or not 
I like my two in the pond and it grieves me to see how these creatures are miss treated at times by people who don,t research there needs properly , this is why i put the links up in my signiture in the hope it might help out a few sturgeon , you would be surprised how many owners don,t feed them in winter and are surprised when they are nearly dead come spring .
I Can understand why staunch koi keepers don,t “get” sturgeon , but i built my pond as a mixed pond , then went onto just koi and now keep a couple of sturgeon in there . Its like when i used to keep the tropicals , i never kept the colourfull normal types for long i prefered rarer catfish , polypterus and fresh water rays etc…
They also look awesome through a pond window check out the video on the link below…
http://www.pond-life.me.uk/sturgeon/sturgeonguide.php
Which variety are you after Iain , if you really want one just say 