We purchased an EZ-UP 12 X 12 canopy that came with 3 sidewall panels and then we purchased the screen walls and another sidewall to add to it. We use that along with our awning on our 5'er. We have a propane heater that we will put in there when we do winter camping or occasionally to take with us to football games.
We, too, have our favorite camping place, and the skeeters will carry you away in the evening. This has worked well for us and it has stood up well to wind.
That being said, we had previously purchased one that had slanted legs and that one only lasted one season and we could not use a screen with it. Make sure you get a straight leg canopy!!
In addition to having the straight legs, we have also utilized some additional anchors for our canopy when we have stayed at the beach and other windy locations.