Are we talking a slip or a dock here? A slip dead-downwind is almost easier, since you are end-on to the wind as you enter, taking the above advice.
If a dock, with nothing but a long wharf face and no way to avoid the ddw approach (ie no corners or other edges to come alongside). Then drop sail as close to the dock as you dare, let the boat fall back parallel (tricky once you're bare poles) and have the fenders ready. Helps to have folks on the dock to help fend off too.
In really screeching conditions, you may have to just wait it out, find another windwardish spot, or risk your gel coat. Or take a lesson from the big ships, who hire tugs to push or pull as needed for a soft landing.
One thing I've thought of, but never had to try -- head up, drop anchor well out from the dock, douse sail as you drop back (anchor better hold though, or your stern is toast). Fenders (or people fending you off ) catch the stern and get a line on, then you get the wind on the "desired" side to swing the bow in as you pay out enough anchor rode to keep the forces in check. Once you're alongside, let out more rode so it's lying on the bottom and out of others' way. Then just heave in when you want to leave the dock. I'm thinking of a fuel dock, you're out of fuel, and you just *have* to come alongside in spite of the crappy wind speed and angle.
Anyone ever try this? I'm curious to see if it worked.