If you've ever watched cycling there is a term used that cyclists use to "lessen" the effects of a crosswind-It's called an Echelon and it's a formation from left to right that "blocks" the wind so the stronger riders can continue on course (like Drafting).

If you are the sole rider there isn't a whole lot to do but shift your weight against the wind to maintain balance (if it's steady).  If you're facing the occasional gusts then you will have to compensate with each one.  There is no easy way, you have to be alert and responsive.

Another thing to be aware of is when the wind is coming from the road side (vs. the shoulder side), be aware of when cars and (particularly) trucks pass. They will act as a block and suddenly your slight lean into the cross wind can put you further into the road. Being relaxed is very important; no death grip on the bars as previously mentioned.

BT

All good advice so far. Some rims have larger profiles so that they catch the wind like sails and can augment the effect.  If using aero bars, get off of them!  Winds are tricky and potentially dangerous. When I rode south on the Big Sur last October some huge winds caught me south of the Baxter Bridge and at one supported road (it looked like a bridge with the stone barrier only about 3 feet tall) the winds were coming from my left and I am confident they would have blown me off the bridge!  I stopped at the scenic turnout and in a crouch, now mind you I'm about 185, and dug into the dirt, I was still being pushed outward and my bike was billowing in the wind nearly parallel to the ground as if it were a flag!  I was afraid to walk over that bridge.  Fortunately our support driver, former CA. Junior State Champ and Gary Fischer teammate, pulled up and loaded me onto the truck but that truck was rocking as if a toy.  It turned out a span back in Oakland on the Bay Bridge blew down that day.  I was pretty darned scared but glad I did not attempt riding over the bridge.  So, if need be, get off the bike!

EJL