I have too many hobbies....
scuba diving - not cheap at all unless you live somewhere with decent diving nearby, but an amazing hobby none the less. Wind is no big deal unless you get sea sick!
RC airplanes - haven't decided if its less or more expensive than guns/shooting depends on if you crash them like I do, but the wind! if you fly gliders it can be a good thing to a certain point.
rock collecting - wind doesnt matter. I quit doing it when I reached adulthood but really enjoyed it as a youth, and did some tumbling and polished up some really neat ones. It promotes hiking out doors and going neat places.
wood working/carving - wind is no big deal, enjoyable and leaves you with a sense of accomplishment and beautiful custom furniture. Can be extremely expensive or not so much, depends on what you do with it.
Leather working - wind doesn't matter, and once you have the tools not too expensive if you buy leather in bulk.
Hunting - I've done it in ALL weather AZ has to offer. Expensive, time consuming, miserable and demoralizing at times but I love it.
Fishing - can be very cheap, can be super expensive. wind can be a PITA.
Yoyos - wind has no effect, can be a lot of fun and keeps you moving to some degree. your average high quality yoyo costs about 1/5 to 1/10 as much as a gun of comparable quality. There are cheap plastic fixed axel yoyos that cost a few bucks, ( like hi points, or "Saturday night specials") or high end boutique titanium yoyos that cost a few hundred but are Ooohhh so smooth and play like a dream. (Like les Bear, Turnbull, Wilson Combat ect..) and everything in between. It also leaves you with a sense of accomplishment when you land that difficult trick you've been practicing.
Cooking - dutch oven, grill BBQ, smoke BBQ, and inside on the stove with cast iron cookware being my favorite styles. gotta eat anyway, may as well enjoy it! Wind can put a damper on some of it though.
Family - highly expensive, can be done in any weather. Rewarding, frustrating, heartbreaking, extremely time consuming and once you're in, you're in for life. wouldnt trade it for any of the others.
I jump around and cycle through these things space and time being the limiting factors. Family is always the highest priority, if you're good at it you can mix it with the others some times.