Going this way and that — as might be the weather? (5)
I believe the answer is:
windy
This clue is a double definition.
'going this way and that' is the first definition.
(that which winds or twists)
'as might be the weather?' is the second definition.
(wind is a type of weather)
(Other definitions for windy that I've seen before include "Gusty" , "far from calm" , "The sort of weather" , "Blowy" , "Conceited - nervous - registering on the Beaufort scale" .)