Natural tree shade
Consider planting a tree, if you don't already have one in your backyard.
Trees provide a natural canopy, especially in summer since trees have more leaves in summer.
A freestanding brightly colored umbrella, with a group of table and chairs, will provide shade.
Custom-made pergolas are a traditional and permanent option. For added protection and privacy, you can also screen the sides of the pregola.
You can opt to go with cabana from your local outdoor store, for a tropical look. Customize it with a color of your choice, that goes with your home decor. Pack it away in cold weather.
Shade - sails