In an umbrella stand
Strong wind is no friend to most patio umbrellas, but it would take a hurricane to budge this setup.
The umbrella rises from a sleeve centered in a flowerpot that's filled with three layers of material: a bottom layer of lava rock to hold the sleeve in place, a center layer of concrete for extra rigidity, and a top layer of planting mix. When there's no need for shade, just lift out the umbrella -- the plants should mask the sleeve.
See how to make this umbrella stand planter