I'd recommend
always using a tripod when shooting macros, since the slightest in/out movement will change your (very critical) focus. I understand the frustration with the breeze, been there! You just have to focus on the spider in the spot where the web settles during pauses in the wind, and be really really patient.
Orb weavers are tough to get the eyes on, since they are generally facing the sky or the ground, and are a bit skittish, as you've observed. The nice part is, if you don't spook them, they tend to sit nice and still for photos.
Find yourself a funnel weaver (much more skittish and fast as lightning), and you can get a nice "looking right at you" shot (just line yourself up with the exit point of the web's funnel). This is where the clear advantage of a longer focal length lens shines, since if you get close to these guys, they'll disappear in a nanosecond. You can try coaxing them out if they're hiding too deep in the funnel by dropping a bug in their web, or simulating such a "meal" by using a little piece of grass or something to tug at the web fibers. You'd better be focused on the critical point though, because if you blink you'll miss the shot!
A ring flash is a beautiful thing too, though mine doesn't work on the dSLRs, one more breakdown in backward compatibility