I like longer lines when the wind kicks up. Having shorter leads causes some crazy up and down action on your lures that probably don't look natural. By having longer leads, some of this up and down action is taken out. Last year during the Sodus Pro-Am (Very Rough) we had a lot of fish come off the bottom to look at our presentation only to return to the bottom again. We had removed our junk lines for fear of a tangle. When we put a copper down the chute, that was what finally fired.
Chris makes a very good point about tangles. To avoid this, I'd suggest picking a line and working one direction for a long period of time. When it's time to turn, you may need to pull lines (especially junk lines on the inside of the turn).