If you'll forgive the low-res graphics, attached below is a page from the new version of the Schoeps catalog, showing the different types of wind and pop screens. Pop screens are for close pickup of speech or singing; they give some protection from wind, too, but aren't designed for that purpose, so let's just talk about the windscreens.
Among the foam windscreens, the B 5 and B 5 D are the small "teardrop"-shaped models, while the W 5 and W 5 D are spherical and a bit larger. The B 5 and W 5 are simply die-cut from open-pore foam, and are recommended only for omni capsules; pressure transducers have relatively low sensitivity to most wind and rarely need very much protection. Of the two models (B 5 and W 5), the simple sphere gives about 10 dB greater reduction of wind noise on an omni microphone than the simple teardrop. The effect on sound quality is restricted to the highest frequencies, and is a matter of just a couple dB at the very top of the audio range--not a terrible price to pay for a usable recording as opposed to an unusable one.
The B 5 D and W 5 D are more elaborately made, and are correspondingly more expensive but when used on directional capsules or microphones, also far more effective than their simpler counterparts. All in all the W 5 D is about 26 dB (!) better than the B 5 simple foam teardrop. The principle involved here is that a volume of air is trapped around the capsule, including both the front and rear sound inlets. This prevents the wind from affecting the front and rear of the microphone's membrane in a different way from each other--which would be registered as signal, since that's how directional capsules work. With omnidirectional capsules or microphones, which have a sound inlet only in the front, the improvement from this design approach is only about 2 dB--hardly worth the extra cost.
For recording in even higher wind, there are windscreens made by building a skeletal plastic basket around the capsule and then stretching layers of nylon fabric across this skeleton, one on the outside and one on the inside. This would include the W 20, for example. A fur-like covering can be added on top of that, making it the "W 20 R 1"--even more effective for directional microphones.
You can go even farther with even larger windscreens such as the "BBG" (evidently not meaning "B'nai B'rith Girls" when it comes from Schoeps) which keep the wind even farther away from the capsule, but I wonder whether anyone here is taping concerts under conditions that would require those.
One of these days or months, Schoeps will get around to posting PDFs of Catalog 6 on their Web site for free downloading. It has detailed listings of how well each windscreen type suppresses wind noise for omni microphones, for directional microphones (using the MK 41 as the example), and for the CMIT 5 shotgun. The version that's up there now (Catalog 5) also has a fair amount of this information, starting on page 110.
--best regards