I've got two sets of 45mm deep wheels and crosswinds aren't a big deal (72kg guy, so not very light, but not too heavy either) with either. The Mavic SLR 45s is slightly better than the LB R45 rims are but not by much. I mean, it happens sometimes that it "snatches" on a gust of wind when it's really strong but normally it's fine even when it's really windy.
Considering getting a 65mm set, which probably would be a bit much for everyday use, but would be something to bring out on races when it's nice and sunny.