As others have mentioned, a high velocity round will move more in the wind then that of a subsonic round - generally speaking. All (reasonable) target rounds are subsonic. This is because when a round changes from Supersonic to subsonic, which is usually between 60-90 meters the bullet becomes instable. This is also why a round that is accurate at 50 yards, might be terrible at 100 yards. Rounds that are stable thorughout the whole course of flight are going to be inheritently more accurate - therefore target rounds are made subsonic. There are exceptions however. I have found Remington "target" rounds to be terrible in the accuracy department - and some high velocity rounds to be more accurate than it (Winchester Powerpoints, CCI mini-mags, etc).
In my CZ and Ruger 10/22 custom I first shot rounds like Federal champion and CCI blazers. Which I switched over to CCI mini-mags and Winchester Powerpoints I thought I had it made. Both of these grouped great! Then I got a box of Lapua superclub. The difference in accuracy was even more remarkable. Better than I had expected.
There are various different grades of subsonic ammunition as you will find as well. You can get the cheaper Eley Practice, which is somewhat acceceptable for target practice and general practice, or you can spend up to $14 a box or more and get Eley Match EPS - which is by far the most consistent ammunition I have ever fired. I have guns that will average under 1/4" at 50 yards with this ammunition.
Rounds like CCI stingers are generally quite inaccurate (although my CZ does seem to like them). There are barrels made specifically for this round - they differ from other barrels as the twist in the barrel is better suited for this round.
If you take a look at some of the stickies at the top of the page there is some info about how the wind affects various cartridge types.