I don't have a choice at the moment, I have to commute no matter what the weather.
I just take extra care when the wind's strong and with commuting through country lanes I can usually hear the extra strong gusts coming through the trees, or see the effects approaching from across the fields. Probably a bit harder to spot in urban environments.
I cycled home in to the headwind remnants of Hurricane Katcha that crossed the Atlantic a few weeks ago and in places I was virtually at a standstill, standing up on the pedals !
Riding for pleasure is a bit different in bad weather though, for instance, when I rode the 5 miles home from the LBS yesterday in the wind, it was via the most direct route and not the planned 20 mile ride I had in mind.