I am fond of traditonal flint and steel. A few months ago when I started looking into survival skills, I decided that learning fire first made sense. I ordered a couple strikers and some flint from www.trackofthewolf.com and set about making it work. I have since found that the small crystalline silica type rocks that you find in creeks will also spark when broken to a sharp edge, so that saves me money on buying real flint.
I have found that flint and steel with charcloth works well in wind. Actually, the wind sort of helps since you have to blow on it anyway.
Charcloth will work even better with a ferrochromium rod because it generates alot more sparks than flint and steel, but there are better things to use with a ferrochromium rod.
Still though, making charcloth and charred wood are good skills IMO. You may need them if you run out of cotton balls or whatever tinder you have. I would gladly sacrifice an inch of the bottom of my T-shirt if it meant getting me 20 more fires.
Charcloth is vulnerable to moisture though, so you have to keep it sealed in something more than less airtight.
I keep a striker and a couple peices of flint in a 4" round metal can with a tiny hole punched in the lid. I also keep some jute twine in there, and a brass snuffbox to keep my charcloth in. With those things, I always have dry tinder (twine) and a way to ignite it. I use the larger tin with the hole to cook the charcloth over my fire. You just put some cotton cloth pieces in the can, put the lid on, and cook it until it stops smoking. Let it cool, and check it. It should be evenly black with no brown and it should still have good strength. I have used T-shirt, denim, terrycloth, and cotton flannel to make charcloth and all have worked well. I have also used punk wood and moss to make char, and although they are harder to ignite they will light a fire.
I will admit that the stuff is a bit large to carry, that it is primitive, and that there are better ways. But I take comfort in knowing that I can make a fire from a chunk of steel and a piece of rock if I have to.

Also, waxpaper works very well with a magnesium firestarter. I take a small square of it ane make sort of a ball on one end, the scrape some shavings onto the still flattened other side. When you ignite the shavings, they light the ball of waxpaper, which burns for about 15 or so seconds once you get good with it. Not as good as cottonballs, or even charcloth and good tinder, but way better than trying to use a leaf and you can fold a 2x2 foot piece of waxpaper up pretty small.