Isn't that one of Murphy's Laws of Cycling: "You will always face a stiff headwind"??

I never really thought about at what mph I'd weenie out. If there's a wind advisory posted on weather.com, I'd probably look around the house and see what other tasks I could do instead of going for a ride.
That said, I have done a ride during the dying gasps of a tropical storm where winds were gusting up to 45 or 50 mph (72-80 kph). That was...um...a challenge.