Whether you choose to do camping in high altitudes or you just find yourself stuck up higher than you planned, and I've been there, here are some tips to keep in mind.
When setting up camp, try to pick a site out of the wind. Look around at trees and vegetation to get a hint of which way the wind usually blows. That doesn't mean it will blow that way on your night but it is more likely.
Pick a site on the lee side, which is the side of the mountain that is sheltered from the wind, if possible. Get close to rocks, trees, bushes or anything that can break the wind. Don't camp in a pass where the formations acts like a funnel and can actually increase the wind.
Always weigh your gear down. Anything that isn't held down with some weight may blow away. And while you're chasing one item, another blows off unseen. Believe me, I've played that game. I have spent more time chasing things that setting up a camp before when I just wasn't prepared with anything of weight around. So use rocks or whatever you can to pin down your tent as you fold it out and set it up.
Try to always stake or weigh your tent down, even if if is a free standing type. And in my experiences in high altitudes, the stakes usually don't work due to rocky ground. Then you should tie it down to rocks, a heavy bag or even better, a sack filled with rocks.
How about you? Do you have any stories or tips to share about your experiences in higher altitudes?