I've been known to do the finger check thing, but one thing I found by accident works quite well. I used to live in an apartment and had to use a dryer to dry my hunting clothes. I used scent free dryer sheets. Once, when I got on stand I found the spent dryer sheet in my shirt pocket. I plucked a few fibers off the edge and let them go and they floated for quite a distance showing me exactly what the wind was doing. Face it though, when I'm up in my stand and the wind shifts, I'm pretty much resolved to staying put though. The wind matters to me when I first get to the property to decide where I'm going to hang my climber and/or how I'm going to approach my stand.