Fishing directly in a strong wind is a pain since I have a small boat. Wind does have it's advantages though, especially if it has been blowing in the same direction for a few ways. A couple of weekends ago I was fishing the Tenn. River and nobody in the creek was catching much. The wind was blowing 15 - 20 mph and gusting. I fished the creek for about three hrs. before I finally found the pattern. The fished were stacked up on the wind blown side of the creek. The bank was featureless except for some weed beds. The fish were suspended 25 - 30 yds. off the bank but relating mostly to the grass.
Bottom line to your question. If I have chance to go fishing, a little wind will not keep me at the house. I fish in the wind until I can't take it any longer or can't effectively feel my jig anymore. I then move into a cove for protection. My experience has shown that if the good places to fish are where the wind is blowing the fish are still there if you can figure out how to stay on top of them.