I use a little leanto greenhouse for raising the seedlings and then plant them out onto our very exposed beds (we are about 800ft up, directly facing onto the edge of the Cairngorms).
The little leanto is sited on the only sheltered wall of the house and gets dismantled in the autumn and isnt put up until gales fun has subsided in late April, so it is a short growing season.
Nothing tall copes with the wind, so I havent any runner or french beans. However brassicae, carrots, onions, etc all do very well. My fave are the cabbages, its just so amazing to get a huge line of them from a few seeds! I use it in stir frys as well as steamed and also to make coleslaw which I love.
If I win the lottery I am going to get myself a Keder greenhouse like they have in the Falklands (and on the Beechgrove Garden programme on TV) but we have enough room for that (just not the money to get it). A greenhouse would have to have plastic panes here - there are far too many things flying through the air when the wind gets up for us to risk glass, and the wind itself would probably blow out the panes.