Use a Pergola and a tarp as a cover option for the grill area
Check out the tutorial on how to make easy DIY outdoor string light poles @istandarddesign
Shade Sails for your outdoor living areas
Set your light posts, tiki torches, etc in a bucket of concrete so they don't blow over. Great idea.
Clever Infographic That Shows You 66 Shelters, And Tents That Can Be Made From Tarps - The Good Survivalist
DIY PVC Canopy Awning. Add paint and possibly cut a channel in so it is retractable