I go when I can get the time to hunt, wind be damned. I don't like heavy winds, it's uncomfortable and I don't call as many animals. But I go anyway and occasionally it all comes together regardless of the wind.
I hunt low, down in the hollows away from the wind, the lee side of the ridge if I can. If it's cold and I can, I hunt the southern slopes where it may be warmer if there's sunshine. I make tighter set-ups, closer together. You won't hear approaching critters, so be extra vigilant keeping your eyes "peeled" for animals coming to the call. Everything is moving, all the brush, leaves, ect. so critters can sometimes slip in and out without you catching them. Be alert! I really like a 3D camo parka. In the wind you can simply be non-existant with one of these. Personally, I think high winds scatter scent to and fro, making it more difficult for critters to pin you down right to your spot. They may be a little more confused and they may be more cautious because of it. I seem to have fewer fast movers rushing to the call and more critters slipping in for a look see before actually committing.