Tarps: Labour intensive and quite an artform to erect properly. Requires guy ropes to stabilise.
Gazebos: Simple easy setup, possible to do with minimal assistance from others. Requires guy ropes in windy conditions.
Tarps: Available in multiple shapes and a huge array of sizes.
Gazebos: Restricted shapes and 6mx3m maximum size.
Tarps: Waterproof/water shedding when set up correctly, relatively tough material, large surface area’s susceptible to damage in foul weather.
Gazebos: Waterproof/water shedding when erect, lighter material, not as robust in foul weather.
Tarps: Multiple components can be split up and packed in various locations. Longer poles may need to be stored on roof racks.
Gazebos: All-in-one assembly to be stored on roof or in trailer.
Tarps: No additional add on options available.
Gazebos: Solid and screen wall kits able to be added to gazebo.
For covering larger areas, then a tarp is the only option, but, for smaller areas, the ease and simplicity of a gazebo with the add-on options would be a great choice.