I do four things to combat wind:
1. I will increase the weight if my flies to add more mass/resistance-thi swill enabl me to pull though the wind a bit better.
2. I will lower my rod tip making my leader angle more parallel to the water--this just reduces the surface area the wind has to blow against.
3. I will reduce my leader/tippet diameter where possible.
4. I will get as close as I can to reduce leader length
All that said, sometimes an indicator or dry/dropper set up is a better bet in extreme wind.