Great thread, thank you all.
I2f, I know sudden changes can foretell squalls, but sometimes it's just local conditions. I was out on tuesday in LI Sound. Left the harbor in a warm moderate SSW. About a mile out I ran out of that breeze into a very light N, bringing with it cool damp air. It was a local sea breeze, fighting the ocean's sea breeze that blew across the island. I could see the line where the two met, a funny little noisy chop. Soon enough the real sea breeze came across fresh and warm from the island.
By the way, the worst squall I've sailed through was in a gaff yawl. I furled the jib and mizzen, scandalized the main (lowered the gaff). That led to some flogging, but the flexibility of the wooden spar mostly just let it bend. I don't know what the wind speed was, but an observer from shore said that my boat just disappeared in the spray and waves. I did have one break over the windward side, but it didn't get into the cockpit.