The 04 RAV4 that my mother has does pretty good in the wind it is a pretty light weight and small CUV. Not very fuel efficient though 21-23 MPG (FWD) vs CRV 25-27 MPG(AWD)
The CRV on the other hand... it is somewhat challenging but not anything nerve racking. I blame the electric power steering due to it being on the light side so when the CRV sways, you can feel it through the steering wheel easily so you end up correcting back and forth. I also wonder how it would do with better tires, and some weight in the trunk. I remember when the CRV was brand new and the power steering caused the CRV steering wheel to sway back and forth like crosswinds and adding weight to the trunk made it better. I am use to the way it drives now and doesn't bother me too much.
You know it is windy day if you wait in the parking lot to pick someone up and your CRV ends up rocking back and forth every time the wind blew.