The wind in chicago . . .?

I live in a desert city where it's pretty windy, you can feel the wind blow like crazy too as there are no trees or big tall buildings to block it. i've heard chicago is the 'windy' city- but how windy is it? There is constantly dirt flying in my face and my hair is twirling around, so i was wondering what it was like as I want to live there some day and am a little concerned about the wind. cuz i hate wind. i'd rather have rain any day. Thanks in advance!!!!