+1 to Mad777 and BillyBob58. Your tarp is your best defense against wind, but not all tarps are designed to seal up completely.
The shell material of the bag makes a huge difference, and usually costs a bit more to get a better shell (microfiber etc). But the wind/water resistance is well worth the small increase in price IMO. Night and day difference between microfiber and a regular nylon shell.
I'd really like to see the cottage guys offer a choice of material that is windproof/resistant for TQ/UQ's (and maybe they do - I haven't paid much attention). It would be lighter overall rather than having to add the UQP/monster tarp weight to the pack to avoid a very common cause of heat loss.
Don't get me wrong, I LOVE my monster tarp and happily carry the weight. But, if I could carry less of a tarp and still enjoy the complete weatherproofness afforded by it, it would be a plus.
Experience is the worst teacher - it presents the exam first and the lesson later. - Unknown