I had the same problem and here's how I attacked it.
Step one - align the door / glass to fit as close to the weatherstripping as possible while stil being able to shut the door without a lot of force. This may involve adjustment of several attachment points, both of the entire door and of the glass itself.
For the lower part of the door (i.e. the actual door, not the glass): in a dark garage/space, put a bright light inside the car, pointing to the door's edge (you may need to move it along the edge in increments) - where you can see light coming through from the outside, you know that's where the leaks are. I purchased some generic, relatively thick and flexible weathestripping, applied it in those areas and, presto, problem solved.
For the window itself, if it's not already visible to the naked eye where leaks exist, as you're driving, feel with your hand along the edge of the window. Press the weatherstripping firmer against the window; if the wind noise goes away, you'll know that's where you have the issue.
You may need a different weatherstrip - there is apparently quite some variety in quality and fit, sometimes even between batches of the same product by the same manufacturer. Compared to the discomfort, the cost and hassle of trying different ones, in the end, is probably worth it.
By the way, I use the same trick-with-the-light to locate and close any small holes in the firewall (where cables pass through etc). Anywhere that light, and thus air, can go through, noise comes along with it and plugging these holes, no matter how small, has a big impact on interior noise.
Good luck with the fix.