Building an open pergola and using deciduous vines for shade makes a lot of sense. They look amazing, if you use grape vines you get delicious fruit for free, and they give you shade and help cool your house in summer (when you want it) and give you and your house the warmth of sunshine in colder months. Also, did I mention they look amazing!?
Top image from patioman.hubpages.com, image 2 from houzz.com, image 3 from houzz.com, bottom image from villastjames.com