I fight those kinds of windy days all the time. You mention watts, do you measure your power? If you do that makes it easy. Just focus on hitting your target watts & cadence and ignore your speed. I find it easier to keep the watts up going into the wind vs with it. If you maintain the same watts in each direction you'll find your average speed increases.
And yes, a constant headwind is mentally debilitating.
I see you posted at the same time as I did, no power. Focus on cadence into the wind and push harder with it. A common tendency is to coast with wind because the speed looks good.
Last edited by DaveWC; 08-31-12 at 06:36 PM.