Around here the winds are a steady thing most times of the year, like others have said if you can wait it out.
If you have the option try to drive in the morning or evening or even at night as they tend to lessen then.
If you have to drive in winds drop your speed down, pull over often to let faster traffic pass and take rest stops to let your nerves calm down. I will actually take more back roads so I can really drop my speed down.
Things to be careful of is if you have a cross wind and a vehicle is passing you. If that vehicle is bigger than you be careful that you do not get sucked into the other lane. If you are bigger be aware that someone may get sucked into your lane and be prepared to react. Same goes for being in open areas, passing a row of trees or buildings can cause you to suddenly be traveling side ways either off the road or into the next lane.