I bought one of those cheap Canadian Tire canopies a few years back in order to do a turbo swap in the middle of winter, while it was snowing (don't ask, we were being masochistic and obviously had some free time on our hands
). Anyway, the very first morning after we had put it up, it was picked up by the wind and blown over onto it's top. After anchoring it properly and putting some screws into each connection joint, it held up just fine. Hell, many years later and it's still holding strong. The trick is to just fix what someone else has cheaped out on.
But if you want something you don't have to worry about reinforcing, I would definitely look for something with a much heavier gauge frame. Regardless of what you go for, be sure to anchor it. Whether it's with a concrete nail or just a heavy cinder block on each corner, you don't want to run the risk of the wind catching it and having one of the legs bash up against the side of the car you're trying to protect.