Everyone's definition of "pricey" varies, but Lowes had some really nice trellis's the other day - I didn't price them, but I did check out the straight ones and they were around $60. If you have any old wood around though, you could easily pick up an inexpensive piece of lattice and frame it yourself for around $20 or less probably. If you have lots of wood, this could even be a tri-fold kind of thing almost like a dressing screen which would give you even more shade.
Also, I found doors at ReStore (by Habitat for Humanity) the other day for $8 a piece that were really nice - 2 or 3 of them together could make for a great shady area. They had solid doors, or screen doors, or the glass front doors like french doors, and none of them were over $10.
You could also build a frame with some old wood or furring strips which are less than $2 a piece usually and then use tin, or some other form of metal inside them to create that country feel. I'd probably white wash the whole thing to "age" it. You can also buy bead board paneling for under $10 a sheet and if it were framed right, it would stand - I'd poly the whole thing before I left it outside, but that could be a really nice backdrop too.
Or, you could build the frame, and then use PVC pipe (dirt cheap) painted in any color strung up and down and make a great background wall for whatever you wanted to grow.
There's a few ideas anyway. Hope something inspires you to find the right thing for your yard. I'm sure you'll hit on something. Think "Repurposing".