I tell my students three things when playing in the wind:
1. Hit an extra club. If you hit your 7-iron 165, hit a 6-iron from 165 instead (assuming a cross-wind that doesn’t really affect your playing yardage). The ball will come out lower, and with a bit less spin, both of which stabilize the ball flight in the wind. Your shot won’t balloon or curve as much. It also helps you to…
2. Hit it solid. Taking a smaller swing with an extra club will lead to more solid strikes. A ball solidly struck flies through the wind much better than a poorly hit shot.
3. Play the wind just like you would the break on a putt. If the wind is going to move your ball 10 yards right to left, aim to hit a target ten yards right of your actual target, and just play your normal shot. Let the wind move the ball for you, just the way you let a right-to-left putt break downhill.