I agree, and try to avoid high wind days.

In strong cross winds, one thing to keep in mind is anything that momentarily blocks the wind (a large truck, or a wall of any sort) will cause you to get blasted once it passes, or you pass it, pushing you off line. Be aware and plan ahead for this.

I have on occasion unclipped my down wind foot (but still kept it on the pedal) and slowed to a speed where I felt I could catch myself if neccessary.