There are all kinds of options when looking for shade. Some really cool (literally) umbrellas and sails. One of my favorite shade options, though, is really much more simple.
Beautiful, big shade trees. Like this beech tree.
Granted, these don't pop up overnight the way a purchased umbrella does, but they give beautiful shade and privacy, plus add character and stability to landscaping. These two (plus the Beech above) are a few of my favorites.
Winter King Hawthorn Tree
London Plane Tree