I'm fairly new to the RC business but out of my 5 planes the best planes in the wind, are also the fastest and/or biggest. The less wing and body area the better so it doesn't act like a kite. Also the heavier it is the better. You have to find a balance between size and weight with enough motor to pull you through the headwind to get back home.
For instance, on a windy day my two go-to favorites are my Bixler 2 (it's heavy and very stable with a fairly hot motor) or the Spitfire. I just carry more speed with the Spitfire than on a calm day. My worst plane for the wind is the Old Fogey. It's super light, large wing and body surface and small motor. It makes flying it next to impossible in the wind. Calm days, it's super slow and easy to fly.
I also just maidened my FT3D in the wind, although it managed it well, it's not a beginner plane.