If you can get on the down-wind side of a structure is best place to start. Then, you can find the area with the least turbulant wind from there, and do some blocking. I used to place my smoker that way, and then put up plywood or a side or two of a large cardboard box and had good results.
For the past 2 years, I've been improving my outdoor kitchen to keep myself, my grills & smokers and all my cooking/prep gear out of the weather, but without having at least 3 walls and a roof over your head, using the shelter of existing structures is the best start.
I smoke and grill year-round, even in 20-30 below zero temps, so I've had my share of exposure to mother nature. Getting out of the wind is the single biggest improvement you can make for your outdoor cooking experience to be more enjoyable. Wind is also a cookers worst enemy for temp swings or overall low chamber temps, and in the case of gassers, flame-out conditions.