I made our weights out of 4" PVC pipe and filled with cement and a large eye bolt.
https://www.facebook.com/SweetAirSoap/photos/pcb.1493484184050583/1493479217384413/?type=3&theaterI would never set up our canopy without adding the weights. Just a couple weeks ago, we did an outdoor festival, art & seafood. Just about every vendor had cheap, flimsy canopy's, no side curtains and no wights. We had our steel framed Caravan, side curtains, weights, etc. Our neighbor had a super heavy duty, very expensive dome canopy.
Around 3:00 in the afternoon, a thunderstorm rolled in, rained poured down, the wind kicked up. Our canopy and our neighbors heavy duty domed canopy were fine. But I could hear vendors yelling as they were running around frantic, trying to figure out what to do during the storm.
And then, there was an outdoor show a few years ago, celebrating the service of firefighters, EMS, police officers, coast guard, etc. We were outside on a large grass lawn, in-between a yacht club building and the bay. In the afternoon, the State Police Medivac helicopter approached the large lawn, and then landed about 150 from the vendors canopy's. At that show, we were the ONLY vendor with weights and side curtains. Lemme' tell ya, the gust of wind from the Medivac's rotors when it was landing felt like a hurricane was coming through. Again, vendors were scrambling to secure their products and tents. I held on to one of my frame legs but really didn't need to, but it's just an instinctual thing. I have a video of the helicopter landing and the gust of wind it caused on our Facebook page.
You just never know what you will encounter at an outdoor show, so it's always best to prepare for the worst, and then enjoy it when you get the best.