Well, this is one subject I am very familiar with, LOL! Being in the mountains, we get plenty of windy, chase your trash can down the street kind of days. I have trouble keeping mulch in my perennial beds because of the wind. The west/northwest corner is a particularly tough spot since it is sloped, but what I have in that area is delosperma (iceplant), achillea (yarrow), ornamental grasses, a Rose of Sharon, gaillardia, and echinacea. The hydrangea I planted there did not come back though. I think having some type of groundcover is important to prevent erosion, though I don't know how moist your climate is so I'm not sure how xeric you need things to be. Anything I grow has to tolerate extreme heat aAND cold, be drought and wind tolerant, and tolerate an alkaline, heavy clay soil. I practice the tough love approach to gardening here, and it is definitely trial and error, but that is what gardening is all about isn't it?

Highalttransplant and I are from similar conditions, so ditto on what she said. To her list I would add Russian sage, agastache, iris, kniphofia, nepeta, salvia, daffodils and many other plants that are considered xeric. Because they are drought resistant, most xeric plants can tolerate the drying winds. Check out the High Country Gardens catalog or website for other ideas.

I have to add that my favorite plant in the wind is calamagrostis Karl Foerster. It looks lovely swaying in the wind - in fact, that's how I tell how windy it is, I just look out the front window and see how the grass is blowing.