Microburst only happens at low altitudes ( http://en.wikipedia.org/wiki/Microburst ), and is the kind of wind shear that´s more dangerous for commercial planes.

There is also fast wind changes at cruise altitude, jet streams bends usually have. But you only notice them as turbulence, when they are very severe you may even loose several thousand feet. It´s not pretty and may result in some nasty injuries to the people that doesn´t have the seat bealt. But is not as big an issue as the low altitude wind shear. Also clear air turbulence is not predictable and is little that you may do beyond recovering the plane control as soon as you suffer it (as opposed to thunderstorms, where you have radar echos to avoid).