The winged keel concept was inspired when the Australians kicked America's ass in the America Cup competition - the first to do so in the event's history thus far. So, manufactures started incorporating them into production boats with varying degrees of success. The thought was that the winged keel, in a shoal draft configuration, would give the boat lift - as much as you could expect in a shoal draft config. The Aussie's keel not only had wings on it, but it extended deep into the water, which is where you really get your lift. So, if you want to point high, get a boat with a deep fin keel. But, of course, that doesn't work for everyone. It doesn't work so well for people who launch and retrieve their boats off ramps using a trailer, or for folks who sail in skinny water and need a shallow draft, etc. So, this is stuff you probably already knew.
Different boat manufactures have built winged keels that are more efficient than others, but basically, you can only ask your wing to do so much and not expect anymore. Of course off the wind or down wind, they are a dream.
There are other things that improve windward performance. As mentioned, new sails helps a lot. The draft is where it is supposed to be. But the draft is adjustable with the halyard on a jib, or a halyard and cunningham on the main. The jib is more important initially. You can ease off on the jib halyard which brings the draft aft and flattens the leading edge so allow you to sail a bit higher into the wind. Of course if the wind is blowing like stink, then you need to do different things. And, if you are sailing along and the boat just doesn't seem to be moving very well, there is the old adage: When in doubt, let it out. Which means you probably have the halyards and sheets too tight and when you loosen things up, the boat will spurt forward with a smile. Of course the sheets on a jib/genoa must be sheeted to the fairlead/block on the deck at a specific point so that when you gradually point the boat into the wind, the entire luff of the sail breaks at the same time (the leading edge of the sail). If it breaks up high first then your lead is too far aft and if it breaks on the bottom half first, the lead is too far forward. Find the right spot and the sail will luff consistently up the leading edge of the sail. But, nothing is totally never that easy. If the wind pipes up so you are starting to fight the tiller/helm, then you can bring the headsail lead aft a bit to spill wind off the top, lower the traveler car on the main (if you have one) to leeward and tighten up the backstay (if you have an adjuster).
The other thing racers do when it is blowing very hard - going to windward - is to pull in the jib sheet very tight and point the boat into the wind so that the inside tell tales are flying straight up and the outside telltales are flying straight back. This is called feathering, but most sailors out for a day sail don't want to expose themselves to such conditions and will usually head in by then.
So, if you aren't going to buy a boat with a fin keel, or a keel that drops or lowers to the point where you can get 4-5 feet of keel down below the boat then don't expect the wing to solve your problem - but it is better than a shoal draft without a wing. And, of course, new sails, trimmed properly will also help with windward performance as well as other points of sail. That's my 2-cents.