It is possible to tack into the wind to make it a little faster, but it's still like twice as slow as a good wind. I don't mind the tacking, I just wish it didn't change quite so often and to such a large degree. I think it would be more fun if there were prevailing winds for fairly long periods of time, both for the sake of tacking and for pushing you to explore a certain direction more.

Edit: That's presuming a longboat, which is definitely faster to tack.