My experience is that mine all end up blowing down. So I put them back up!

You will see some hanging banners with large U shapes cut in them, so the U hangs like a flap which lifts in the wind, letting the wind blow thru. It might not be enough in a wild wind, but could save a few re-installations.

I am shading a small oak in my yard. about 4 feet. I don't know what I was thinking. Oaks won't survive in Phoenix. I raised it from a twig and it outgrew its last pot.

I have a camo-net tied to poles pounded in the ground. Wind gets through pretty well and the shade is not heavy. Found the net on ebay.

Try the Army surplus stores for the camo net. That's a really good idea!

I bought shade net/tarp at harbor freight on sale for $29. It was 16x 10, I think. I used t-posts and extended the height with PVC. To attach, I drilled holes in the PVC and added some wire through the holes.
I used heavy, 2 inch schedule 40 PVC.
This is for my tomato garden. Cheap, decent looking and effective. Plan to make the structure into a high-tunnel for winter tomatoes.

You can also pound rebar (@ 3' tall pieces) into the ground on either side of your little trees, form hoops by slipping 1" pvc pipe over the rebar and zip-tie shade cloth to the pvc. It may blow off in a storm or gusty wind, but you just pick it back up and replace it over the rebar. Not a thing of beauty, mind you, but cheap and effective. I'll probably do it this year over the tomato plants.

Thanks, everyone for the great ideas!