I don't think I've ever had an opportunity to camp in the middle of Wyoming or Kansas in a campground without defined sites and hookups, where the orientation would be completely arbitrary. If I did, I probably would not give much thought at all to how to orient myself. If the wind was blowing to any great degree I would orient so as not to be broadside to it.
In general, the shape of the site or the presence of hookups (if any) or the placement of picnic tables and fire rings and trees and views or the slope of the ground will tend to dictate how one would best be oriented. Often it's somewhat of a compromise between several competing factors.