I've heard Perth is 2nd after Chicago. I've ridden there; it's windy all right. You have to learn not to fight the wind. I live in Melbourne, not very windy, I'd say, at least compared to Perth.
I live in Perth and have ridden in Sydney and Brisbane and reckon that Perth is definitely the most windy, especially when that afternoon south westerly comes in and you are riding home south on the Kwinana Freeway bike path on that open area next to the Swan river. In built up areas it is okay, even when windy.
Glad I live in Sydney and not Perth. I prefer riding uphill to riding into the wind. At least I get the feeling I'm actually getting somewhere with hills. Some days when the wind is really swirling as I'm trying to cross the Harbour Bridge I can be seen cursing like buggery. Can't complain too much though as it's more fun to cycle across than to catch the train. It's always a joy to look up at a passing train and seeing all of those passengers crammed in, faces pressed against the windows staring out unhappily at you.
The summer winds, ah yes, but they can be useful if you live in the Easten Suburbs. A morning easterly to town and the afternoon sea breeze to come home.