I use a windscreen that goes only 3/4 of the way around the canister, keeping the opening on the downwind side. This blocks most of the wind and helps reduce fuel usage, but allows enough ventilation to keep the canister from overheating. I strongly believe in monitoring open flames constantly anyway (it's only May 9 and western Oregon is already under a Red Flag warning (i.e. high fire danger). Also, my experience has been that a canister stove not monitored has a disturbing tendency for the pot to tip over, of course just as it boils. I do feel the canister frequently to make sure it's not overheating.

The "no windscreen" caution is, IMHO, appropriate for those lacking in common sense. It is true that an exploding canister would completely ruin your day, but keeping close watch on the stove--a good idea anyway--prevents this.