Early season conditions can be tough, but when things warm up, I've actually had some of my best days fishing under very windy conditions. If you can find a place to fish where the wind is at your back, you can use the wind to make some very realistic presentations. Particularly imitating things like egg laying caddis.
It isn't classic fishing, but with the long rod and light line, it is very effective. At least to me, it beats just going home.