Keep in mind something called micro-climate. There has been a lot of discussion on that subject here.
Basically it's the climate in the immediate area of your station. It will differ from the one at the HS due to siting factors, terrain, tree's etc. It doesn't mean that your station is wrong it just means that your weather is ever so slightly different then the HS. You will see a discrepancy in rainfall because even very short distances can produce varying totals. Same goes for wind speed and gusts.
The most important thing is to have your station sited correctly. As long as you have that covered don't worry about any differences in data. Remember it's your backyard, not the HS's.