I added a privacy wall/ T.V. to our gazebo by framing up one side of the gazebo and adding pine tongue and groove to the inside. Not only does it create privacy but it's the perfect place for mounting a t.v. , hiding the not so pretty part of our backyard behind it, and blocking the strong winds we get....and it gives the gazebo a cozy feel.
Although there are many other ways we could've done this wall, we did it this way for our home, weather and purpose. And we love it. It's getting a ton of compliments already and it's the best place for watching the game...WIN!!!!
Note: we used left over 2x4 for framing the wall (from a previous project). But, you could definitely use 2x3 which would be cheaper and yet still suitable.