I usually fish a 7'6" and 8'6" moderately fast 4wt. Moderate winds and distances are easily handled, and a double haul helps quite a bit. While I feel that I've mastered both of these rods, a fast 5wt is much easier to use when fishing on the windy Delaware River. Lakes aren't a problem for distance or wind, as I usually fish from a canoe. Positioning yourself to overcome distance and wind can solve most of your problems, but there are those times when you're forced to cast into the wind, or to reach further than normal. I have a bamboo 4wt, and that's my softest rod by far. It does well in wind and distances, and you just have to spend some time practicing in adverse conditions. A few years ago, I spent every windy winter day possible casting into the wind in my back yard. The lakes were frozen, and the warmwater fish on the local stream weren't interested in feeding due to icy cold water. I made more progress as a caster that winter than I had in the previous 30 years!
I still have distance limitations, and honking winds are still a nuisance, but I've found ways to get the most from the lighter/softer rods I prefer.