There are probably as many ways to install shades and curtains on a deck or pergola as people can dream up. The basic making directions are here : I’m going to go over some ideas that I got AFTER I made the decisions that I did:
Adjustable shower curtain rods. You can find these to fit spaces between about 40” and 72”. So what I could have done would have been to have either put grommets into the top of the shades and then used shower curtain rings (and goodness knows there are a zillion different types of those; I could have found some to match the pergola, even). OR, I could have gotten those humongous curtain grommets (JoAnne Fabrics has them, as do other curtain supply houses), put those into the top of the shades and strung the adjustable shower curtain rod through those. The upside of that would have been that the shades would have been like curtains and could be opened or closed at will. Neato.
Cable. My dear friend down at the beach in Delaware uses this method to string her shades between the uprights. They pleat and fold back very neatly with this method (the tops of the curtains have grommets in them). She got her vinyl-covered cable at one of those ‘big box home center’ stores.
But since, in my head, I did not envision the shades ever being anything but either there or taken off for the winter… and since I am much more of a hardware store sorta gal than I am Bed, Bath and Barn, we went the hardware route using the very very nifty EasyKlip™, eye-hooks, and nylon cord.
Why EasyKlip™ rather than grommets? Well, since I only have one usable hand, and grommets require either a totally separate tool to put in (which takes the tool and a hammer) or, if you use ‘self-tapping’ grommets, again, a hammer(and I’ve actually had poor results with them), I was instantly attracted to the clips when I found them at this site: Rockywoods Fabrics . Another aspect that is advantageous in using these is that you can take them off. Let’s say that at the end of the season, the shades are grimy – they are white and red striped after all – and I want to wash them. If I want to, I can just take off the clips, throw the shades into a big washer at the laundromat and then put the clips back – or not. They are some sort of heavy duty plastic or nylon so they would not scratch or damage the washer. Unlike grommets, which are metal and which would damage the drum on the washer. The other thing is that I have seen some outdoor curtains which used grommets and they must have had some steel in them because there was rust stains on the fabric from them.
This is a two-piece item which uses the wedge principle to grip and hold the fabric. Put the fabric on top of the bottom piece. Shove the top piece into place (if you need a little bit of force, you can use a pair of pliers – I actually just hit mine into place with the handle of a knife. Easy as pie). 
We installed the eye hooks into the cross-beams and the deck floor (you’ll need an electric drill for that). Then, we strung the EasyKlips™ with the piece of nylon cord and the DH and our won ran the cords through the eye hooks and voila! We did the same thing to the shade for the roof. 
What would I have done differently on this project?
Well, the biggest thing probably would have been to have consulted with the DH BEFORE I measured, to discuss where we’d put the eye hooks. I measured from end to end, rather than between the uprights, so I ended up, even after hemming and so on, with shades that were actually a bit wider than we needed. The EasyKlips™, however were very handy in dealing with this, in that we could just fold over the excess at the ends and use the EasyKlip™ to not only hold the shade in place, but hold the fold in place too. Very handy feature, that.
