If it's a very windy day and you have a charcoal grill, be sure you bring a little extra charcoal because the wind can make it burn faster. Point the front leg of the kettle grill into the wind to minimize wind coming into the bottom vents. If you have a gas grill, turn the grill perpendicular to where the wind is coming from to minimize its effect on your food. Get more great windy-day grilling tips here.