HKG has a fairly complex wind reporting system and tacks forecasts/reports onto the end of the ATIS. There's also a "terrain-induced microburst" warning...
At the end of the day, if the surface wind is markedly different from that aloft, you know you're going to have to traverse a gradient. The type I fly can use full speedbrake with land flap, so a detailed vector wind slice is interesting information but not really required. If we've used all the tools in the box and the approach still isn't stable, then we'll go around. Not hard to figure that one.
The most extreme examples I've come across have been in hot countries at night with calm at the surface and jet-stream speed winds at 500-1,000', plus when you're very close to a frontal boundary with a shallow layer of cold air under warm. In both cases it was fairly obvious what was going on.
I agree with previous posters that 500' and 1,000' winds are useful but any more than that is information overload. With whatever's there you're going to have to react to it based on what is actually happening that instant, not what's on the forecast or ten seconds ago. Also, we're pretty limited on what we can do - it's not a normal SOP to come in at Vref minus 20 just because there is an alleged gain of 25kts on short final...