I can still remember my university match I played in Boise, Idaho when the wind was getting so strong that some points were not about making the winning shot, but actually trying to make the ball bounce within the lines. I remember that whenever I tossed the ball for the serve I had to make couple steps and chase the ball to hit it. I lost that day and it was not because I was the worse player on the court. It was because I could not cope with the wind.
The most important thing about playing in the wind is to first determine where the wind is blowing from and how hard it blows. I personally always look at the nearest treetop and see how it is moving in the wind. Also during the warm up you can also find out how strong the wind is.
Wind is blowing in your back (you are playing with the wind)
When you are playing with the wind, you have a great advantage. Not only the wind will add extra speed to the ball, but mostly your opponent has to play against it which will slow his ball and both these combined is recipe for success. When there is a very strong back wind, it is important that you really try to win both games (return and serve) while playing with the wind. The advantage of serve diminishes greatly and it gets very easy to set the pace even on the returning games. While playing with the wind you should aim at keeping the ball relatively low over the net. Also try to use more topspin on the strokes as usual. Do not try to play close to the base line, but aim for a bit shorter balls.
Wind is blowing in your face (you are playing against the wind)
If the wind is very strong it can get quite tricky to win points while playing against the wind. Usually you find yourself running twice as hard and defending. Your balls get shorter and shorter and you are just waiting for the change to get on the other side to win some points again. While playing against the wind, it is important to keep the depth of the balls. Try to play a bit higher over the net, dont be afraid to use more power and strength. Also it might help to play with less spin and hit the balls flatter than usually.
Some people say that it is good to hit drop shots while playing against the wind. The idea behind this reasoning seems kind of right (the wind stops the ball), but for most players a drop shot is difficult as it is, if you try to do it in a strong wind, it will get even more difficult. You are more likely to miss it than to win a point with it. Drop shot is a stroke of great feeling and touch and unless your name is Roger, you are better of trying it on some nice and sunny windless days.
The side wind creates probably the most difficult conditions for playing tennis. If the wind is realtively strong, it gets very difficult to look for the right position to hit the ball. It takes a lot of experience and improvisation in strokes to play in such conditions. Dont expect to be playing nice tennis in these conditions. You are more likely to see random shots and strokes, reaching for the ball, last second foot adjustments and all kinds of funky stuff. For the serve, try to keep the toss as low as possible, and preferable do not wait untill the ball is falling down, but try to hit while it is still raising or in the point when it stops. For the ground strokes, try to keep the rallies going crosscourt against the wind. It is very tempting to play with the wind (because you think that the wind will take the ball even wider out of the court), but this will result in a lot of mistakes.
Lots of players get very frustrated while playing in the wind. For me it is now actually quite fun (I realized that after the Boise match). It takes lots of improvisations and adjusted strokes to play in windy conditions. It is tennis, but on the next level. It is easy to hit the ball when the conditions are ideal, it gets difficult when they are not. Wind is a challange that can separate the good from the great and breaks the stereotype of an everyday game.