I really like a windscreen, "fire bucket" that is shown on Jim Wood's site - [url=http://jwbasecamp.com/][/url]

It is extremely cheap and lightweight, basically made from a length of aluminum roof flashing and a few odds and ends. I have found it to be very effective, especially with a Trangia. It can be used with a variety of other stoves as well. Weight is somewhere around 3 oz.

The only drawback is that it uses separate screws and nuts to assemble in the field, so it is a bit "fiddly."