If you're concerned about high winds and structure holding up. You can probably save a lot of money by doing the sidewalls with used pallets. People on CL are always giving them away, or very cheap.
Most if not all the sun in your area will be on the roof, use pallets for the sidewalls and the poly carbonate panels to cover the structure. We've had ploy panels (smoked tint) on the back awning for 12 years, held up to 1 tornado and 2 seriously damaging hail storms, still intact and no cracks