The garage provides a degree of shielding from the wind- and we also have a gazebo or sunshade we could use.
The only reasdon I favour a brick version is because it will allow us to get the charcoal flavour back- plus it appears easier to clean than its gas cousin. We also don't have to stow it away for the winter!
My brick barbie is in a sheltered corner of the garden behind the garage.............I don't like the neighbours anyway apart from one who comes to my BBQ's.....