Out here in the "high desert", we have a prevailing west wind. However, before heading out, I check usairnet.com to see which way, and at what intensity the wind is blowing. This determines my route that day. As others have said, out into the wind, back with the wind.

(It is not all unusual to have 20-25 knot winds around here. That really helps one move up on a Strava segment.)

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With usairnet.com, select "Weather" on the top menu bar, then "Aviation Weather", then select your state and GO, then "Select a Location" and GO. Scroll down the page to get all kinds of neat weather information. Data seems to come from airport and/or other weather stations, so if your location is not listed, choose something close.