As the pilot entered the traffic pattern at the destination airport, the reported wind was variable in direction at a speed of about 5 knots. He also observed that the airport windsock was shifting variably by 180 degrees. The pilot conducted the final approach to the runway with right wind correction applied, but just before touchdown, the wind suddenly shifted to the left, and the airplane oriented right of the runway centerline. The pilot elected to continue rather than abort the landing, and the airplane touched down partially pointed right of the runway centerline. The airplane then departed the right side of the runway, and before the pilot could correct the airplane's track, the right wing stuck a precision approach path indicator light, resulting in substantial damage. The pilot reported that there were no pre-impact mechanical failures or malfunctions of the airplane that would have precluded normal operation.