Heh, I know what you mean. A guy comes by my club from time to time, and I'm much better than him, but I never get comfortable positions because to punish the wild moves he plays means we enter odd looking unbalanced positions.
Yeah, coffeehouse chess is wild attacks, initiative >> material type of evaluations.
In blitz, if you don't like to be under pressure, a tactic is to play super-defensive, lock everything up, over-defend everything, and play for a win on time never undertaking any active play. Super boring to me but some people specialize in it for blitz :p
If they attack like crazy on the wings you can consider waiting to decide which side you castle on. Also don't lock the center, that way you can counter-punch there where play is more valuable, generally speaking.
If they just attack all around no matter what, focus on development, castling, and all that. I can't say it ends without seeing a game, but there are always aggressive players. If you mean openings with pawn structures all on one color and weird stuff like that, yeah, that does end as you go up.
I try to play games according to what I've gleaned is general sound opening theory from books: develop your pieces, link your rooks, no pawn moves without a reason, etc. My frustration, at the 1000 plus or minus range I play in, is how people push immediate attacks, and whether I can refute them or not isn't the issue; it's that I have to refute them at the expense of building a solid foundation. I'm all for initiative in a game, but let a guy tie his shoes, you know?
Or is this what people mean by 'coffeehouse chess'? Does it stop once you've reached a certain level and everone's played through those lines?