When messing around in practice I will do both. In hunting situations I always hold for wind. The reticles in most of these scopes are great. Both in FFP and SFP.
Ive never taken any long range classes, there's not much for opportunity around me. So im just kinda learning as I go, trying to figure it out. Sometimes I'll intentionally go out and shoot in windy conditions, try to get a general idea of speed/direction. I'll then shoot at a steel 10"-12" target at 600 yds without holding/correcting for wind. I then spot my impacts either on the target or in the berm behind the target. I'll line the impact up with the sub tensions on my scope and have a real good idea of what the actual drift was.
