Our sheep break wind quite effectively without our assistance!
This is an interesting thread though, since we have the same dilemma. The windiest edge of our land has rhododendron bushes planted the other side of the fence to break the wind, which they do very effectively. However, I really want to get rid of them firstly because they are poisonous to sheep, and secondly because they are not native.
We did plant hawthorn along one section a few years ago, but it takes a long time to become hedge-like. In the meantime, can I suggest attaching a couple of thicknesses of scaffold mesh along the fenceline? It's pretty cheap, and we've found that it works surprisingly well as a wind break.