I'm pretty happy if my average speed riding against the wind and with a tailwind is about the same speed I would ride with no wind. But it still seems to require a bit more power riding against the wind.
I find by keeping my cadance in my normal range (60 - 70 rpm) at moderate power levels against the wind I still have enough strength in reserve to deal most wind gusts. With 3 x 7 speeds available, even though 8 are redundant, I can always find one that keeps me at my optimal cadance.