you can't really remove it but if it's not too bad try the multiband dynamics. Compress the lower frequencies hard and move the frequency up until it starts to sound bad.
Of course the best thing is to minimize it at capture. A Rycote softie works very well for us in outdoor sports shooting. Find the right size for your camera/mic setup, and shoot with minimized wind noise.
Best way is to make a noise print of the wind noise with Sony Noise Reduction.
Not exactly cheap, but a very adequate solution. It will somehow affect the sound slightly however.
VideJoe, have you had much success with that? Noise Reduction only works with constant noise. The problem with wind is that it's constantly fluctuating. In my experience, Noise Reduction is just about useless with wind noise.
Yes in most instances NR would be a waste of time with plosive types of wind noise.
As for the DPA blimp, "rather expensive" is an understatment! Approx $800us. I'm an EFP pro and that's beyond what I'd want to spend... though I'd love to have one. A Rycote Softie or Zeplin with a high wind cover would be a less costly alternative. About $450 with a mic shock mount for the zep. About $325 for the Softie system..