Anchor a canopy that rests on a paved surface, such as a driveway or parking, lot with heavy, portable objects, such as sandbags. Two 50-lb. bags against each leg will provide the necessary weight to keep the structure from moving.
Use homemade sandbags on the opposite end of a hard surface if the structure is on sand or sandy soil where a stake will not hold. If you're at the beach, you can leave the sandbags at home and just bring plastic grocery bags, along with a small shovel. Empty the bags out when the party is done and you'll have a few light bags to pack away picnic items or for trash.
Avoid having to deal with sandbags by using large U-bolts if the location is a grassy area. U-bolts look like over-sized-staples and function in the same manner; you can staple the foot of the structure to the ground with a few good whacks of a hammer then simply pull up the U-bolts with a pair of pliers or pry them up with a screwdriver at the end of the day.