This video by Liz Zorab explores the plans she has for various hedge structures on her smallholding in (windy) Wales. From food producing hedges to wildlife corridors - I'm looking forwards to seeing her plot change in a few years time.
She also covers some other ideas for coping with a windy site - such as planting trees leaning into the wind.
I must admit my windbreaks are multi layer to cope with the winds here, but even a small hedge will protect the immediate vicinity.