Microphone windscreens provide a degree of noise-buffering, for audio quality concerns. Research the windscreen before purchasing as some are only meant to minimize basic interior noise. To improve the visual quality of windy shots, shop your local hardware store for equipment to tie down fabrics and set pieces, pin costumes to prevent flutter and opt for firm hairstyles such as ponytails whenever possible.
Always check weather reports before filming. This will help you schedule your shoots based on what type of weather you require for the day's shoot. Whenever possible, adjust the filming schedule to take advantage of the weather by shooting a different scene instead of canceling a shoot so as to save time and money. Download a phone application that allows you to keep track of the weather while on the go.
When the unexpected wind gust does begin to blow, re-position yourself. For audio purposes, look around the area for a natural or architectural wind buffer such a large tree or building to minimize the wind sound. For visual purposes, re-position the actors so they are facing the wind, since loose hair and costume pieces will blow away from the face and not into it which would block the shot.
Use film-editing software such as "Roxio Popcorn" or "Adobe Premiere" to remove excess sound after filming. Add in voice-overs to cover unmanageably loud wind noise or remove the dialogue and add a music track over the scene, if either work for your vision of the film. For scenes that are only partly windy, consider splicing the usable portions together which will alter the dialogue and potentially change the mood and intention of the scene.
If you cannot prevent wind sound while filming outside or edit it afterward, try to use the sound to your benefit. Think differently about the scene. Can you shoot the dialogue portion of the scene again and use the windy footage for another part of the film instead? Can you hear enough of the dialogue to use the footage anyway, even if it is not the perfect sound you had intended? Ask yourself these questions before discarding seemingly unusable material.