I see many set up canopies...but the cheaper ones do not do as well in windy conditions. You may need to bring something to help weigh down the posts if they are in parking lots where stakes can't be used.
One member here who is big into these events has bought a more commercial type canopy.
I have seen some use the screen tents, putting down a barrier between the tents floor and the ground as protection. They seem to work really well, providing a little more shade too :D:D:D