Yes, all sites are different. And, I have always said I trust the wind to blow a certain direction about as much as I would trust a Riverboat Gambler, or to update that, maybe a Nigerian Prince offering to put millions in my bank account......
Here in TX, we have the 180 degree wind shift problem, but more folks still play in summer than winter, and typically we design for summer breezes. Actually, here when its warm in winter, wind usually comes off the gulf, and when its cold, its clear and wind comes from Oklahoma. And, its strong enough in any season here that we also typically favor N-S holes both for sun and wind. Into or downwind is always more playable than cross winds. On public courses, I favor as many up and downwind holes as possible, and fewer cross wind holes.
The other design theory is to try to get close to 2/3 playing well in the prevailing wind, and 1/3 (approximately, of course, depending on land) playing in the secondary wind. Sure, there are days when the course sucks to play, but there isn't really any other way to handle it.
And, as TD says, when you get working all but the flattest of sites, sometimes you can work a routing that accomplishes the "all points of wind compass stuff" but more often than not, one favoring the land forms and letting the wind blow where it may is a stronger routing.
I was interested to here a few comments on the Yank thread about D Pascuzzo's Monarch dunes, where a poster noted that the holes most affected by wind were narrowest. While I would consider that in feature design where I could, it is really hard to think about all the various factors that might affect a hole at the routing phase. But, at least you have the peace of mind to know you have feature design to mollify the wind somewhat.