There's really no need. On SS beach there are probably 7-8 palapas, and a giant shade tree if all those are taken (on our week, there was always an open palapa somewhere, no matter what time). Around the pool, there are lots of large shade umbrellas. On the main beach, too- there is lots of shade.
There are palapas on SSB and when we have been there, no one has been under them as most people were at the pool. There are also trees to provide shade. Personally, if you thinking about taking one, I don't think you will need it and it would be a lot of work with the wind.