If we talk about "left-turn" rotors (for example Bell etc...), always choose left wind. Bell flight manual tell you to avoid operations from some right-rear angle ...
But, when you are in "hot & High" conditions, low speed, and high TOW, be carefull when you have wind from 11 o´clock, possibility of LTE (loss of tail rotor efficiency)...you can recognize that situation during the flight, for example in Bell 206, when you start with speed reducing, you can feel, lack of left pedal is coming ...