I just experienced this last night when grilling out steaks. It was a windy evening and when I grill steaks I like to have the internal temperature of the grill somewhere around 450-500 degrees. With the wind whipping across my grill I could only get it to roughly 325 degrees and several times the wind blew out the flame completely on my gas grill. This caused all the cooking times to be pushed way back. Nothing more frustrating when planning other dishes and the time gets all thrown all out of sync. It was pretty much impossible to get any nice grill marks on the food as well.
Grill Tip: When grilling take the wind direction into consideration. On a windy day you will want your grill to be blocked from the wind as much as possible. Wind cutting across your grill will cause it to not get as hot as needed. If you have a wide open space and there is no way to position the grill from the wind, consider adding some landscaping that can block the wind from your grilling area.
I already have plans this year to put in a living fence that should block some of the wind on those windy days.