Where can I find the average wind speed and direction for my area?

Average wind speed and direction data is compiled into a Wind Rose Diagram. The diagram depicts the average direction from which the wind blows (in percentages), and the average wind speeds.
To locate the Wind Rose Diagram for your area, see the U.S. Department of Agriculture (USDA) Natural Conservation Service’s National Water and Climate web site. This site has a link to Wind Rose (ftp plot) for states and weather stations.
The National Renewable Energy Lab site:
In My Backyard (IMBY) includes a tool that estimates the electricity you can produce with a solar photovoltaic (PV) array or wind turbine at your home or business. Homeowners, businesses, and researchers use IMBY to develop quick estimates of renewable energy production at locations throughout the continental United States, Hawaii, and northern Mexico.
IMBY uses a map-based interface to allow you to choose the exact location of your PV array or wind turbine. Based on your location, system size, and other variables, IMBY estimates the electricity production you can expect from your system.
Remember that these represent the AVERAGE wind in your area, not the actual wind you can expect at your particular site. To get a more accurate idea of expected wind speeds at potential wind turbine sites, it is suggested you put up a wind meter on a tower, and take measurements for a year. If you are planning to invest in an expensive wind turbine, it will pay to do an accurate site assessment.