I guess that's one reason I get confused...is always seems to blow a different way?
The wind does blow different ways at different times, but over the long term there will be a prevailing wind. That might change from season to season, but the winter wind is the one to worry about.
For most of the continental US, the prevailing winds have some kind of westerly component to them. If you watch The Weather Channel radar you'll see that storm systems *usually* move west to east across the country.
Sometimes northwest to southeast. Sometimes southwest to northeast. But mostly west to east. On a local level, mountains and valleys may block, funnel, or redirect winds.
Coastal areas often get storms coming in from the ocean to the land -- with some local variation due to regional topography and the effect of ocean currents. Tropical storms are the most likely to come in from odd directions like south or east.
I've been watching my property for 2 years to get a good idea of the wind patterns so don't feel bad about needing time to mindfully observe the conditions on your property.

In my specific case I noticed that we always have an uphill breeze in the summer -- flowing north to south by the compass -- but that winter winds come primarily across from either the northwest or the southwest with the occasional "Nor'easter". However, the winds are broken and softened by the way that our house is tucked under the brow of the ridge and sheltered by forest. On a windy winter day I can hear it roaring in the tops of the trees, but it's not that bad down at ground level.
That means that the new coop's clerestory faces uphill to funnel that uphill breeze so that it will keep the coop cool (incidentally catching the southern sun in the winter), and to make the upwind side more solid and put the nest boxes on the downwind side.
Put a flag on your coop and take time to observe how it blows as the seasons change. That will give you the information you need over the long term.
