I have a new pool being put in within the next few weeks and I had been struggling for quite some time with the same dilemma. What I opted going with is 6 post sleeves made of A500 steel from a local steel distributor. The outer dimension is 4.5" x 4.5" with an inner dimension of 4"x4" which should fit a standard pressure treated 4x4 with some wiggle room. The steel is 36" long and will be primed and painted before burying them. I intend to get 4x4x12 ft pressure treated to drop in the holes and put eyelets on them for the shade sails as well as hooks for some light strings. When not in use, I'll put a shorter length of 4x4 into the hole or a cover over the top. The steel was pre-cut to my 36" length. Total cost to go pick it up was about $600.
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