I think your gazebo might be nice. You could also so shades on all sides that can be closed to block the neighbors. I love my market umbrella which has built in lights but the wind has destroyed two of them in 2 1/2 years.
If the gazebo is very sturdy you should have no problem. If something bad does happen your insurance should cover it. If you put up a very sturdy fence (not vinyl - wood with posts set in concrete or a concrete block wall) and the gazebo the fence will help block the wind and protect gazebo and house.

We installed a vinyl fence last year. Love the privacy. However, we get a lot of wind. Our trampoline blew threw our vinyl fence last year and we had to replace 2 panels. We cannot have a gazebo due to the wind. We purchased one last year and attached it to our deck. I LOVED IT!. It looked so pretty. But it lasted about 3 weeks then a big wind came and tore it apart. We cannot do umbrella's either without lots of supervision. Our wind lifted a closed one out of it's base and blew it across the yard. Now we are exploring the costs of just covering our deck by extending the roofline, as well as planting trees for wind breakers. The vinyl fence is bright and pretty much maintenance free. However, I wish we would not have gotten solid panel ones. Panels with gaps between the slats would allow the wind to pass through.

I didn't explain that very well. I wish I could figure out how to post pictures on here :) The back yard is really sheltered and I don't think wind will be a problem. The sears oasis has 8 post so it is pretty substantial and heavier than some. I doubt it will go anywhere.
I can zip all these different sections for privacy to.

Here is a link that might be useful: Sears Oasis Higgins

If you want a private area I'd build a wood framed and screened in sunroom. If you use solar screen it will give you great privacy during the day and at night only shadows can be seen if you are between the light and the screen.
We closed in our front porch with the ScreenTight system. We love it. Our cats love it. Everyone loves it. It's a rather simple DIY project. You can get the supplies at either HoDe or Lowes. Of course you'd need trusses for the roof, so it would be a bit more difficult to build a free standing screened in room, but I'm sure it's doable. I've linked below to their website.

Here is a link that might be useful: ScreenTight

I think it's a great idea if wind is not a major issue. I remember seeing that gazebo, or one very similar, last year when we were shopping for an outdoor bistro set.

Regarding posting photos ... do you have them on a photo hosting site like Photobucket? I think that's a popular choice around here. I'll link an explanation on the how-to from a thread on Cottage Gardens

Here is a link that might be useful: how to post using Photobucket

Can you bolt the Sears gazebo to the concrete patio? A strong wind could take that out as the roof would act as a sail.

We can bolt it down. I am not sure though - if you bolt something into the cement is it there forever or can you take it out for winter then screw it back in next year? We get 3' of snow most of the winter so it will have to go in our storage building in winter. We could take the fabric off and leave the posts I guess.
I also read about people who tie sand bags to the posts?

{{!gwi}}

{{!gwi}}

Trying to post pics, I hope this worked.

Oh, the picture helps. I would save money and get a real covered patio installed. Maybe even an enclosed porch, with real windows or just screens.

Here's our screened in sunporch. Like threedgrad said I'd save the trouble of a gazebo and build a covered patio. If you have bugs the screening is awesome. We don't have any close neighbors, never will across from us, but someday may get them to the side. When we do I'll put up some shades. We didn't use the solar screen in ours since it wasn't necessary.
{{!gwi}}

I love the screened porch idea. Our front porch could use that because it is covered. It would be awesome!
Out back though, the builder told us that with the steep pitch of our roof, it is nearly impossible to have a nice covered area. So I don't know what to do about that. Plus, we don't have that kind of money right now. lol

Oh, you could do a simple shed roof that was almost flat that starts under the eave of the regular roof and goes out to edge of patio. (Call an indepent contractor with this type of experience.) Or you could do open wood framing out there and use a sailcloth to shade it in the summer. Or a motorized shade that is attached to the house and opens up to shade the patio in the summer.

Oh pooey to your contractor. That's not true. We had a covered porch on our home in Texas and the pitch of your roof won't keep you from having a covered patio or an addition This is something what it looks like in the drawing below.
{{!gwi}}

oh, that is cool! I knew it could be done :) And then you have the same roof tiles on the overhang? I had better start saving my pennies.

the pitch of your roof won't keep you from having a covered patio or an addition

But the size of your wallet will!

Until there's enough moola to build something permanent that gazebo might be the perfect answer.

myclementine, the best way to save money is never giving exact change. I will give pennies, but never anything more than that. I have a container peanuts came in that I cut a hole in to toss the change it. I'm saving for a trip to Cali to visit our daughter. My hubby pays for our Christmas every year by doing this. We started this madness when we were expecting our son. Paid for all the baby things we needed that we didn't get as gifts. You don't even miss the money is the best part.

MyClementine,

We have both and for different reasons, different times of year, I love them both equally!

We just added a third......a new simple Shed-type roof/awning/porch out our kitchen back door.....exactly what ThreeDgrad describes in her post.

When figuring cost and saving pennies, think of it this way.....
The gazebo will cost an average of $400-$500 and that's Not factoring in how you want to secure it. Throw in your furnishings, planters,plants, etc and you are pushing it
(I've already got everything from other areas of our yard...plants, furnishings, etc. I just need the motivation to paint some of the stuff and pretty other stuff up).

DIY-- What we just did: total cost $377 and that included the bags of cement for the slab (over the course of several paychecks). That cost also included a 12 ft. engineered beam off of Craigs List (average beam cost $200+. CL cost $35).

We had to pour our own cement slab....so you are already ahead of the game with your slab already there!

I was running out of steam with our new porch/overhang project but seeing AuntJen's and ThreeDgrads porches really inspired me to keep going.

If you need motivation to get started or motivation to start saving the pennies, go take a look at AuntJen's and ThreeDgrad's porch decor posts...very inspiring!

But you have to keep us updated on what you decide and then keep us updated with pics. I don't know about anyone else but I need all the motivation and inspiration I can get! *smile*

Everything has been scrubbed, puttied, caulked and primed using tinted primer.
Roofing paper is up. Next payday....shingles! *smile*

Here is a link that might be useful: Progression of New Porch/Patio area

For privacy.....on one side we will have the jasmine grow on a trellis 'Wall' between stud and house.

The side that looks directly into our neighbor's back yard, (Correction: Neighbor can look directly into my back porch, and does, frequently) we'll have a grouping of a few planters with either palms, nandina or bamboo (always contained in pots!) and those will form a really nice, Quick-growing, living privacy fence.