I too have been using both the Underworld and Fury. The Fury does handle the wind better for me but by no means is a wind eater. I found the Fury to be better at working lower lines. Now I need to figure out if I want to replace my Saint with the Fury or leave them both in the bag.
Bag: Opto Fury - GL Fury - VIP Stag - DX Gazelle - DX Teebird - SOLF - DX Roc3 - Glow Roc3 - DX Cobra - DX Stingray - Pro Pig - Fuzion Judge - Hard Judge