I have used several tents over the years and have done well with cheap ones. As someone mentioned, wind protection mostly has to do with how well you stake a tent down if you have a full fly.
My first was an old A frame two man pup tent that worked great but was a bit heavy and required a lot of staking. I eventually gave the inner to my brother to use with a tarp but kept the sil nylon fly.
The second was a pretty pricey 2 man dome tent for climbing. It was good, but still heavy (ish) and cramped for two as it was a small circle - say "cosy two".
Next was an actual $29 free standing Canadian Tire tent. The fly was small for rain and wind but ok for summer use. It was super simple and suprisingly light after I upgraded the fiberglass poles for Al ones that cost $50 at MEC. That made a big weight difference.
I recycled my first tents 30 Y/O nylon fly for better rain coverage and to include my bike underneath for theft protection. The bike acted like a tent pole and I could see it clearly through through the mesh. It looks crazy but when I don't care about the bigger size/weight it makes an excellent base. The fly gives full coverage and if staked good wind protection.
Then I decided to go lighter still and last year bought a 1 man North Face Stormbreak 1 tent on sale for $129 (regular $160-170). Very light if you take all the unneccessary doo dads off, super easy to set up, a good fly and small (3'x7'). To get good rain coverage you need two stakes, full wind 4.