I've loved playing in strong winds ever since my first trip to Scotland. I only experienced winds up to about 40 mph on that trip but they were the strongest winds I'd ever played in. Before that I'd always avoided playing on the windiest days. I just didn't "get it" until playing over there.
Since then I deliberately try to play on the windiest days. Around here we'll rarely see winds of over 40 mph sustained unless a thunderstorm is blowing through, but days with winds over 30 mph aren't all that rare and I'll go out then if at all possible, unless there has been recent heavy rain (playing in the wind on a wet course just isn't the same)
The windiest day I've ever played was a round at Lahinch in 1996, which would have to rank as one of my best played rounds ever. It was so windy that not only did stand bags not stand up, I actually lost my balance and fell over a couple times when cresting or rounding a hill and going from little wind to the full force of a surprise vigorous gust! There were a few squalls with bits of rain that felt like daggers that would come without notice and we'd scurry to the nearest dune and huddle against it like a sheep until it passed.
The balls would oscillate on the greens, on the tees, on the fairways, everywhere. I had to angle my tees into the wind a bit to keep the ball from falling off it. Sometimes a ball on the green that had come to rest would start moving from an especially big gust while you were walking to it so depending on where the ball and hole was in relation to the wind direction it was smart to either hurry or dawdle on your way to it!
After the round in the clubhouse we were told the winds were force 9 steady, and there were higher gusts. I looked it up later and remember that was a 50 mph wind. The members said it was a good day to be inside having a pint and that aside from the tourists, the only ones out on such a day were the dedicated and the nutters! Perhaps on that day I was all three...