I use orange ribbon tacked to the target stand and one at the bench when doing load development. Intermediate "flags" are not permitted at the ranges where I shoot. The one range is fairly shielded from wind via tree lines on both sides, the other is a nightmare of cross winds and mirage but has the significantly better benches.My good friend Wilbur Harris, who had a dry sense of humor, once observed something to the effect that it is interesting how putting out a few wind flags will make the wind start to blow. When I read of someone shooting on a day with no wind, I want to ask them if they own and regularly use a set of wind flags, or a rifle capable of agging a quarter inch at 100 yards under favorable conditions. My point is that how much the wind matters depends on the standard that you are trying to shoot to. If you are sighting in your .30-06 for deer hunting season, where the anticipated distance is under 200 yards, it hardly matters at all. But this is a discussion on a site named Accurate Shooter, where practices that produce the highest level of accuracy, are often the topic.
Wind does matter in my experience, even for a the less precise discipline of varmint hunting where 1/2 moa (load / equipment capability) is my goal. So, I try my best the minimize the effects when developing a load. For practice sessions, shooting in the wind is an excellent learning experience since in the real world in the field, I almost never encounter a condition where there isn't some wind.