Do be aware that a gazebo with sides is going to be very susceptible to wind and has the potential to turn into a kite and blow away very easily, I have had this happen to me on a few occasions even when guy roped down. These days I just buy a cheap £17 one from Argos, don't bother about the sides and screw it to my fence, and when it does get trashed by the wind, buy another one.
I wasn't being a joker when I said get a gazebo, having one means you can bbq in rain or shine. IMO I wouldn't rely on one for wind protection or heat insulation though.