Its pretty important.
I actually consider the wind speed as much as how often it blows from a particular direction. I also consider off season winds. In Chicago, for instance, they change only from SW to NW. Since the west component stays intact, holes running generally north and south work just as well either season. The occaisional lake winds can make for difficulty.
In Texas, they change from S to N in the winter months. The only good news is that we don't get many players here when we have those blue northers, so not too many people play in reverse conditions, and those who do are pretty miserable for other reasons......
In Minnesota, I don't get the sense that the winds blow as strong up there, and the trees make them swirl, so I feel more free to ignore wind if a good hole presents itself. In Texas, the wind blows strong enough to where I have seen some shallow greens on downwind holes that just won't hold a shot, so I am more careful to avoid those type greens here.
I conclude that I should probably design up to a quarter or third of the targets for off season winds, usually on holes where the topo suggests that type of orientation. Most routings have those naturally occurring.
The other solution to a target that naturally angles against the prevailing winds, is to follow the natural contours and enlarge the target and adjust/minimize the hazards a bit and , to give enough room for players figure out how to get there on their own.