I'm going to build a gazebo next to my lake and have the same problem of not having any electricity. I'm optimistic that one day this will change and will build the gazebo with lighting, a fan and electrical outlets for the day it actually happens. I might even use my generator if I can put it far enough away to be quite and still run an extension cord to the gazebo for power.
It's always easier to include the wiring when your roughing in the building then to add it later.