If winds are gusting to 30 mph or higher, I avoid riding. Sustained winds are easier in some respects because you can adjust to them, but gusts can catch you off-guard, particularly crosswinds. My threshold for winds also drops in very cold temperatures due to wind chill and the potential for frostbite.
I am also very cautious about riding on greenways and areas with a lot of nearby trees in windy weather. We have had several people killed on local greenways when trees or large limbs blew down and hit them. Some of these cases were very tragic. Eg, a family was out for a walk on a "nice" sunny day on one of the greenways when a fast-moving storm front hit. A large limb broke off a tall tree and hit the mother, killing her. The front was visible on radar if they had checked before their walk but they probably didn't even think about it because it was a sunny when they left.