Yes the wind plays a huge role in your mileage.

For my commute, I typically have either:

1.) no wind going to work with a strong head wind on the way home

or

2.) a strong crosswind going and coming home from work

The bad thing is either way, the mileage suffers just as bad. A cross wind can be just as bad for your mileage as a head wind. And to top it off, if you have a 20 MPH head wind, your mileage drops exponentialy (like driving 90 instead of 70) but if you have a tail wind, your mileage only slightly increases (like driving 50 instead of 70). So if you have any wind on your commute and it stays constant for your drive to work and back home, it will be a net loss for your mileage. The only way to gain from the wind is if you have no wind going one direction or if you are lucky enough to have a tail wind going to work and the wind shifts direction and you have a tail wind on the way home.