Wendy
I have had very good luck going vertical, zone 4 in Michigan. As far as coverage in a short season I would recommend going with things like beans for an arch. I have moderate luck with cucumbers but they don't seem to last as long and look bad when they die off, you can prevent this by planting new seedlings every few weeks - seed between the existing plants.
We have had good results trellising watermelon and muskmelon as well but you'll have to support these with some type of net.
As for direction, I prefer East West for most veggies. In the sprit of companion planting I plant full sun plants like peppers on the South side of the row, partial sun like broccoli and lettuce on the North side.
As for tomatoes, I will normally plant them on a North South orientation or put them in a cage.
Take care to build your trellises sturdy, when they fill in they will act as a sail. I had a bean trellis actually snap in half, and it was made with steel pipe.
Good luck

I use steel wire fencing warped around 3/4" steel pipe. The opening on the fencing is normally around 3" by 5", it can be found at Tractor Supply. Length of the rows (trellis) is about 5' any longer and you'll need additional support plus -that's how "tall" the fencing I like to get is.
It works well.
I normally go up about 5', then up further on a 45 deg. angle for another 3'. This allows me to harvest under the canopy while still having individual trellises vs an arch that grows from both sides. For this you'll need a piece of fencing 8' feet long - the width of your row will be equal to the height of the fencing your using -if that makes sense.