This time of year I run into this a lot on the coast when we can have some pretty stout winds and gusts coming out of the N/NW. Since I live at the north end of town, my rides seem to gravitate toward the south and back again. That "back again" part puts me right in it and up some low, steady inclines.
Fun? I don't know if it's fun but I do take on an adversarial approach, thrusting a metaphorical single digit into the air. OK, wind, it's just me and you... bring it on. It's work, for sure but in the end, when it doesn't beat me and I take that last flat loop around toward home with the wind at my back, I feel pretty darned good.