I am thinking of building the pergolas over the walk way on the side of the house. These will serve the following purposes

1. Provide shade & cover over the walkway
2. Place to hang orchids and other plants to grow & climb
3. To lead the focus on the pergolas instead of the window-less giant side wall

Found interesting books on the net regarding this subject

• The Garden Designer
• Gardens For Living

For columns, there is one selling fairly cheap

• On Craig's List

There are places selling the whole kits, just order & assemble. But prepare for the shocking prices

• Home Place Structures
• Baldwin Pergolas These are just pure beautiful! No way that I can build something with this precision & grace.
  

Also there are plans online, free. These are ones that I like

• Popular Mechanics . Also some answers.

There are also video online, showing how to build one

• Real Cedar, Pergola
• Real Cedar, Arbor
  

Construction of a pergola is very similar to deck or gazebo, down to two phases:

1. Dig holes to install the posts. This is the hardest stage. Not only you have to dig below the frost line to install the post securely, but also must be exactly under the structure which you want to support, or ... the whole thing is not properly supported by the posts. At this phase, the best bet is to build the top frame first, use it as template to mark the place to dig post holes. For the pergola, build the square/rectangular beams and joists, put them on the ground & mark the place to dig holes, which are usually in the corners of the structure.
   This technique is used in the following article
   
2. Build up. Once the posts are in, installing the beams should be easier. 

Here is a website, dedicated to just pergolas