I'm going to second the suggestion of going in Feb. I finished the southern Tier in at the end of November (2009) - starting on Sept 29.
By the time I got into/through New Mexico and Arizona, the temperature were really started to move down. Again, you're going to experience a fair amount of elevation changes - in NM - as well as in Texas. In both areas, it's not at all uncommon to experience either snow, or at least nasty freezing rain. Based on the weather the US got (still getting) this year overall, it's a safe bet those conditions (in both AZ, NM, and Texas) will be felt at least through the month's of Jan and Feb. You might experience a few colder evenings at the beginning of the trip (AL, MS, and LA), but be in really good shape going forward.
As for the wind part, well, I guess, yes, they blow west to east but I never felt it to be a strong enough reason to suggest to anyone that they not go east to west. You'll feel wind at various places (for me, no where was a strong as LA - coming around the MS river.) but it adds another level of accomplishment - so absolutely GO.