I live in Central Texas (Austin), and this was written based on my experiences here, but it has relevance for just about anywhere.
As one who has had the top of my tent ripped off by a big wind gust as a wet cold front blew through, and had my works on paper ruined on several occassions, I have learned some important lessons:
Always have a big piece of heavy plastic or a plastic tarp handy to throw over your stuff.
Always put your sides up, even if the weather service says no chance of rain. Roll them up and be ready to drop them at a moment's notice.
Always use weights, minimum 25 pounds on each leg, even if it has been dead calm for days. This is Texas and the weather will turn on you in an instant.
Always bungee or zip tie everything down, especially standing displays. The tiniest little wind gust will knock everything over, sometimes on other people and their displays, causing injuries and damage. Big paintings become sails in the wind.
Office Depot and Office Max have nice plastic file boxes with lids that, yes, are more expensive, but the money you will save by not having your work damaged by the elements is well worth it. 8x10 and 11x14 matted art fits nicely into them. Bigger plastic bins with lids, "sweater boxes" can be found at Target.