First thing I thought of, was make a trellis structure out of bamboo which you can find for free or cheap from people trying to prune back their groves. You can also find someone who has a willow tree that would allow you to cut branches to use like twine to tie the bamboo pieces together.

Problem with bamboo is when you stick it in the ground it quickly grows into an uncontrollable forest. If you use bamboo make sure its good and dead. As for how to kill it, I have no idea. Easier said than done.

i was looking for shade ideas online and you can buy rolls of bamboo that has been laced together (intended for a wall of somekind?) and thought that may work micely. im not sure how it compares to the price of shade cloth. im new to the shading plant thing since i just moved to az.