"When it's breezy, swing easy" is an old adage that comes to mind with the thought being don't try to overpower the wind. I see a lot of people just tighten up in the wind and swing for the fences. This puts more spin on the ball and exasperates swing errors with sometimes disastrous results. Stay loose, avoid trying to "pound" it and play sensibly. Days like this, you want to make sure the short game is sharp, because you will need it!
The best advice is to get a good knock-down shot in the arsenal. The knock-down is probably the most satisfying shot to hit when done correctly. Whether its into the wind or just something to do with an odd distance between wedges, get this shot in your bag.