I live in the West near the desert and the Sierras and routinely handle winds up to about 40mph. More than that gets uncomfortable.
Consideration needs to be given to the general direction of the wind. Headwinds and tailwinds are of course easiest to handle although they certainly impact your mileage. Crosswinds, especially gusty crosswinds are the most difficult and dangerous. Head down one of the famous California passes such as Cajon Pass with a crosswind and lots of traffic and you'll understand.
Obviously the vehicle and the load also comes into play. I'm pulling a 7500# TT but I'm doing it with a 1T Dually. Never have felt a need for either sway control or a WDH with this setup.