Take a Mathmos wind light (from Think Geek) and modify it to read wind speed (using a voltmeter).
Step 1: Take the Thing Apart
Remove the one screw and gently separate the plastic case into its two pieces.
Step 2: Remove the Guts
Carefully remove the generator and LED's from the plastic case (they just slide out). The wire from the generator is extremely small and could easily be broken.
Step 3: Add a Wire to One of the LED's
Solder a wire wrap wire to one leg of an LED.
Step 4: Attach Wire to the Other LED Leg
Solder a wire wrap wire to the other leg of the LED.
Step 5: Put the Unit Back Together
Place the generator back into the plastic case. Carefully attach the other half of the plastic case and fasten with the screw.
Step 6: Connect to Voltmeter
Attach the two wires to a voltmeter. Set the voltmeter on a low AC voltage scale. 2.5 volts equals about 15 mph. You will not get much higher than 2.5 volts unless you clip the "heads" off the LED's (then you would lose the pretty lights).