It's impossible for me to give a comparison...I've never cruised on Windstar...I guess I am just a "big ship" person...
I do love Celebrity, though...
We did a British Isles cruise on Constellation a few years back...very nice...Actually, ours was a sort of a combo-British Isles and Norwegian Fjords--
Went from Dover-Le Havre-Cork-Dublin-Belfast-Glasgow...then over to three stops in Norway - Copenhagen and back to Dover...So, a little more variety...But, IMHO, Celebrity does such a good job...I would always go with Celebrity if there's a question...
I am sure Windstar would be a very different experience...It really depends on what YOU are looking for...