Far away, look for ripples on lakes, leaves and trees swaying in the wind. Nearby, pick up some leaves, moss or grass and throw it. I usually wear a collar or hoodie, but not while still hunting or stalking in variable wind. The hair on your neck can be sensitive to wind if you're attuned to it.
I buy thick wool thread (knitting wool) tie a length about 12in long to the D ring on my sling and 'fuzz up' the dangling end. It pics up the slightest breath of wind and you don't have to move or squeeze bottle to see the wind direction, just glance down. Especially good if you are stalking up an animal, as the rifle being in front of you you can see the wind movement and if it changes.
What i like about the wind checkers/smoke is that you watch it and can see what it does after going a distance. Sometimes it swirls and heads off another direction and you can see what it does near slope breaks. One time i thought the wind was steadily north and thermals were pushing it slightly up on the slope i was on. Soon as i approached the northfacing slope i was going to drop down into i checked the wind .... and when the powder reached the slope it dropped like a stone downward on the northside into the basin.