I am an outdoor person and would eat every meal outside if I could. So, I've always found it worthwhile to invest in nice, sturdy patio furniture.
I went outside this morning and took a couple of pictures of our table and chairs set.
We've had this set for almost ten years and the umbrella has NEVER blown over. This set has been out in all kinds of weather (from the extreme cold and snow in Maine to the extreme sun and heat of Arizona) and it still looks as new the day we bought it. Here in Arizona, we leave the umbrella out year-round and really only put it down if it's very windy. In Maine, we left the set out, but took the umbrella and cushions inside for the winter.
Here is a close-up of the stand that the umbrella sits in. I think it's the same as the one in the picture that sorcerormickey posted. The stand is very heavy and has a long sleeve that the pole goes into. There are two screws that go through both the sleeve and the pole. The umbrella itself is heavy canvas and is lowered and raised by cranking a handle on the pole. The set was purchase at a store specializing in patio furniture.
We have another, much less expensive patio set that was used on a screened-in porch. Since it was used in an enclosed area, we didn't have to worry so much about the weather issues.