Sean,
I do consider prevailing wind, where it is constant. In the Midwest, winds blow from SW to NW most of the time, so you can figure it being fairly constant. Here in Texas, it blows from the S all summer, and North much of the winter, so an east to west hole with forced curve left (north) may not play well at least half of a third of the season, if that's clear. Another reason to use more width on this type of hole, but of course, we generally leave more width on a course with windy conditions for nearly any kind of tee shot.
Jim,
When I can, sure. Unlike some of the am architects on this board, I have never felt that making golfers really uncomfortable by presenting a shot that is nearly physically impossible to hit is a great design philosophy. Of course, I have never been commissioned to build a tournament course, but even then, I would hesitate just thinking ahead to the inevitable presser, where this generations Dave Hill would more than likely call out that hole.
And, as mentioned, I am most likely to strictly adhere to it when it presents the opportunity on a long par 4 hole, where golfers really want to hit driver. About 0% of players like to use less than driver, so I hate to take it out of their hands, but if I do, again, the par 5 and shorter to mid length par 4 holes seem the best accepted place to do it.
Your example of players hating to hit over OB or water is a good one. Golfers shape shots to keep the ball over "safe ground" as much as possible. Trying to hit a fw or green angling right with a right to left shot doesn't leave a lot of room for error on either carry or roll out. Granted, some players ride the wind (especially on tee shots for length) while there may be a balance of riding the wind or cancelling it on the approach.
Jay Morrish and I once co-designed a course and during that time, he told a story of having designed a par 3 where everyone had to aim over the water to correct for a cross wind, and how much flak he took for it. In crosswinds, most players prefer the hazard on the downwind side. Conceptually, it makes sense, putting the penalty on the side of being "more aggressive" and being relatively safe when cautiously adding girth for the cross wind.