What is the best option when the headwind exceeds the maximum airspeed? In a previous question, Mongo described flying his Cessna with a negative ground speed in a head wind.  In this situation, what is the correct thing for a pilot to do, if there is nowhere to land downwind and upwind ground speed is negative?  Other answers on that page show that, for very light aircraft, descending will not always get you to a low enough wind speed that you can fly forwards.
Before even taking off, a pilot is required to get a weather briefing, including winds. 
 Wind speeds are usually predictable and well known.  If a pilot was flying against strong headwinds, with no good landing alternate, he screwed up his flight planning before he even started the engine.  A headwind doesn't even have to be strong enough for negative GS, just strong enough to cause concern.

Winds vary by altitude in both strength and direction.  If a pilot does find himself in such a situation, changing altitude by a few thousand feet, higher or lower, can very likely change both the wind direction and speed to something that is manageable.