Alright, so far it seems like it's just evaporation. It is indeed outside, and it is indeed rather large. That sure makes it sound like that would be my problem.
I do want it filled with water for two reasons - one is because I do need a well, and my dwarves are complaining about filthy water, and the other is because I had such a problem with my dwarves falling in that I had to build a ramp out of it - if it's just a pit, someone can climb out. As to all forthcoming suggestions of getting rid of the ramp, I can't really figure out a good way to do so without losing a dwarf. I already lost a legendary miner somewhere in the mere construction of my base - I'm not a good manager.
As for the solutions - I'm surrounded by ponds. I don't see a river or even a large lake in the area, or I'd have given channeling from the source a shot. None of the immediately available water sources are suitable for fueling the moat, and I have yet to encounter an underground one.
The smaller moat being built into a bigger one seems like a good idea - I might try that one. I bet I'll lost a dwarf who digs himself into the moat when I expand it, but maybe there's a solution to that.
Also, from the sounds of things, water doesn't evaporate over a certain limit? If I have a 5/7 in my moat, it won't evaporate, right? Or is that just inside?
And as to pumps - I'm a dabbling mechanic at best. I can't figure out the mechanics, and I'd rather build a functional stone age fortress and upgrade it when I figure that stuff out in a controlled environment.
Also, I'm not worried about wildlife too much - I've never lost a single dwarf to a wild creature, just one or two to goblins when I wasn't paying enough attention to (A)ctivate them.
Now that said, I'm thinking just a pit is better. Creatures can swim, water is dumb, l2mechanics n00b and all that. But now I want a moat because I set out to make a bitchin' moat. So.
I shall try the growing moat idea. Bit by bit. Also, concievably the build a roof idea. But thank you all for identifying the problem for me so I can fix it. Will post progress report later.