I rarely, if ever, do shows when winds are more than 12 -14 MPH (according to weather forecasts) I use an open sided pop-up (no sides) since it is light and most shows I go to are one-day things, so I only go set up in the A.M. and take down when show's over , the very few shows I went to that I had to set up overnight, I just set up the canopy at its lowest level (which just clears the tables) and tie it down (those screw-in dog leash tie-outs combined with ratchet straps - which obviously won't do if we had to set up on concrete or blacktop) - A friend made his own sash weight hold-downs by filling 3 inch x 16 inch PVC tubes with concrete and an eye-bolt embedded, then just ties a rope with a S-Hook to the eye bolt and velcro straps to tie weights to the canopy legs...
We like having open sides all around as it gives more "booth space" and visibility so folks can come and gather on 3 sides (while we sit at the back) to look at stuff instead of having to wait their turn to go in the one front side. The only place where we set up a night before show opened we wrapped and tied down tarps around the sides for overnight weather protection and removed them the following morning. (Besides which in summer time, open sides means more air flow, so it never got too hot in our canopy space.. though tarp came in handy with "make-do" poles tied to the jeep's open hatch to create a shaded area when the sun started hitting us full blast at one show (P.A. Lumber Museum's Barkpeeler Festival)