I've never had a windshield on any of my bikes but the America we just got for my wife has one. I was surprised by how much the bike seemed to be blown around on a windy day.
Did a trip out west last year with a couple buddies. Two Dyna's and a Softail Custom. (Please don't hate me because I ride HD!!!) One of the Dynas had a windshield and he actually had a hard time keeping up on the long, flat, FAST stretches of road in South Dakota and Wyoming because he was being blown around. He also was always the first to run out of gas.