If the curtains are always extended, then following the pitch will look really nice. But if you open them they will drag on the ground. If you hang them on level, you can open or close them with no issues.

It all depends on the look you want.

@tammymcl - What is the height difference between the front and the back of the side of the gazebo? Could you buy curtains that are long enough to hit the ground at the highest point of the side(s) and then trim/hem the curtain so that the bottom is level to the ground the entire distance? When/if the side curtains are pulled back, the front edge will, obviously, be shorter than the back bottom of the curtain, but with the fabric "bunched" together when pulled back, you probably wouldn't even notice the difference.