I tend to have a bank of different routes planned so that I can pick and choose between them depending on wind direction - living in a town where there are major roads leaving it in seven different directions does make that a tad easier admittedly. My aim is to try and get something approximating a tailwind on the return leg of a trip, but at the same time not have a direct headwind on the way out - quite do-able by leaving on one road and coming back home on a completely different one.
However I will note that I'm less bothered by the wind direction during the summer months - the fact that I'm fitter due to the longer distances I'm riding and that I might actually quite like a bit more breeze if it's getting a little too warm, means I'll put up with a headwind if it's the best way to complete my planned route. In the winter however when there's a fair chance I'm either cold or wet (despite my many layers) and wanting to get home as quickly as possible before it gets dark, I will do anything I can to stay away from anything headwind related and have even re-routed on the fly before now!