You can almost feel the wind whipping over the snow in this image by David Clapp.
Windy days can certainly be a challenge for the photographer, but they can also present some great opportunities for shots. Wind creates motion, which can be great for shooting photos that will capture the energy of the day.
Slow shutter speed - A slow shutter speed can be used on windy days to capture the motion of the environment as the wind jostles it around. This works especially well with crop fields, trees and meadows. Using a slow shutter speed will create an abstract, artistic look that will portray motion in the shot to your audience. Use a tripod so the frame stays the same, and the movement in your chosen subject looks natural.
Fast shutter speeds - Using fast shutter speeds on windy days is ideal for freezing the movement, and capturing your subject in unusual positions, whether it's leaning crops or leaves being thrown around in the wind, you'll get a crisp clear shot that still tells the viewer that it's windy. Photographing animals, or indeed humans, battling the adverse conditions can also work well as the fast shutter speed will capture the expressions on their faces and their body posture as they battle the wind.
Care - There are lots of great photo opportunities on windy days, but do take care and make sure you set up in a sturdy, sheltered place if it's really windy to avoid your equipment, or yourself, being blown over. Also, be aware if you're in a place that's dusty or sandy that the particles could get into your camera mechanism as they are lifted by the wind. If your camera is weatherproof, then you'll have no problem.
Use the wind - You can use the wind to your advantage and create effects with it. For example, some great shots can be taken of someone throwing leaves into the air. You can also use the wind by positioning your model into it, thus blowing the hair away from the face. You could even go for something a little more abstract and use a slow shutter speed to capture someone's hair blowing around, to create an ethereal feel.