If you're recording out of doors, you need wind protection. The trick to a proper microphone wind shield is the one that lowers the speed of the air around the capsule, while remaining as acoustically transparent as possible.
Furryhead makes a series of wind shields to fit a range of products, from mics themselves to portable recorders such as the Zoom H4N, which I used for my test. Their shield is a slip-on with two inch long hair and a bunched collar that makes it look like either a dollar store merkin or Ernie finally lost it and scalped Bert.
It was only a matter of time.
The first recordings were made about midway across the Hawthorne Bridge, where it was pretty windy. The surface of the car lanes is open steel grating, which makes the tires hum as they drive over.
This is the "Don King" version.
Then, with the Furryhead:
As you can hear, there's no comparison: the open-cell foam tracks are unusuble, whereas the Furryhead knocked the wind down a considerable amount (the website claims 30 dB). However, it didn't eliminate the noise completely; you can still hear some low rumble on occasion (to be fair, it's all a matter of degree, as there is no completely wind-proof option for any microphone).
The second recordings were made on a pontoon dock just below the Hawthorne Bridge (see? Lazy...). I held the Zoom over the edge where the small waves were splashing against the dock itself.
As there wasn't much wind down on the dock, I wanted to do a rough comparison of how acoustically transparent the Furry was relative to the foam. While I could hear a bit of high-end roll off in my vocal slating (which I edited from the tracks, since I sound like a stilted dork), I didn't really notice much difference in the lapping of the waves. Anything you cover a mic with will alter its frequency response, but losing a little high end (which you could more than likely recover with a some EQ in post) is certainly preferable to the full-on noise storm of wind on the element.
The Furryhead utilizes an elastic band to hold the cover on the Zoom. In practice, it took a little effort to get it situated (mine is new), but certainly isn't going anywhere once it's seated. If you're a journalist and looking to switch back and forth between different covers quickly, this one isn't for you.
Also, it looks like a Tribble carcass. Them's good eatin'!
Pros: tight fit, decent wind reduction, price
Cons: seating it takes a little effort, only good against strong breezes, not high winds