I have this:
X-LARGE PINK PET TENT DOG PLAYPEN EXERCISE KENNEL CRATE - eBay (item 370371902020 end time May-04-10 10:00:11 PDT)
It has a mesh top that zips on, though I don't use it because Roxie hasn't tried to jump out of it yet. She actually loves it. It's like her little house. Her toys, blankets, and bed are in it, and that's where she sleeps at night.
Before the ex-pen, I had her gated in the kitchen while I was out of the house. I had gates that didn't have any mesh, and had vertical bars that she couldn't climb.
Good luck!