Jim, I went through this exercize about a year ago when plans came out in The Family Handyman magazine for a relatively inexpensive one. They also had the plans for a more elaborate one about 3 years back. Anyhow, if you search the web, you can get a lot of ideas for how you want it to look and the features you want it to have, such as screens and electrical outlets. The commercial sites can give you a lot of good ideas. Once you have in mind the size and how you want it to look, you can look at the available plans with a view toward modifying them to meet your vision. Keep site preperation and foundation in mind when you look at the plans. Your site and ground may require a healthy foundation or a lot of work to level hilly terrain. This could end up costing as much as the gazebo itself if you build a big, heavy structure and expect it to last. Another big variable is choice of wood. Will pressure treated lumber be good enough or do you want cedar or redwood?
Honestly, I don't envy you having to make all the design and construction decisions. You might find that the kits available look better all the time.