It makes you learn patience and appreciate drop bars. If you're slow, it sucks. If you're fast, it still sucks.
Choose routes that are cross wind or more sheltered from wind if possible.
For an out-and-back, ride into the wind first, then coast back home.
Don't get in a hurry. If you can ride in a group and rotate leaders, it can help.
If you get too desperate, arrange a ride one way and enjoy a tailwind ride.