I've read many, many posts about people complaining about ATC's desire to send people into a zig-zag flightplan.
I've found if I fly the Ordered Heading, I get blown off my desired track. So I use the GPS, which shows your Track Heading, not your Aircraft Heading. If I offset my Aircraft's heading to compensate for the wind and I keep the Desired Track equal to the Ordered Heading, ATC doesn't vector me all over creation.
So, for example, if ATC tells you to fly 315 and the wind is from 045, the wind will be pushing on the aircraft from the 9 o'clock position. You may be facing 315, but you will not be traveling 315.
So if you adjust your heading to something right of 315, let's say 325 for this example as it depends on the speed of the wind. Open the GPS display and watch the heading at the top of the display. This is your True Direction Traveled. Keep turing right until this reads 315.
Hope I explained this accurately enough.
Joe



