Always gauge effort/power. What better way to gauge your fitness than to push into the wind? Everyone can ride a tailwind, and I consider a tailwind the reward for working hard into the wind.
The worst thing about the wind is the wind headache you get after riding in it for hours.
I've actually yelled/cursed the wind during particularly windy gusts that have me leaning at an angle to fight it.
Spring in Chicagoland is bad. And don't think that an out and back will have you rewarded with a tailwind on the way back. The winds shift.