Check out a Home-n-Garden type store. I have had little garden wind/rain gauges that are basically a protractor with a weighted arm. The wind blows the arm up a graduated scale and shows a relatively accurate reading (about six bucks). A place that sells sailboats might have a little gauge I have seen that has a double tube with a little foam ball on one side. You hold it up and the wind blowing across the tubes causes the little white ball to rise along a graduated scale ($15). An European (Swiss/Swedish?) firm makes some small handheld instrumuments that are accurate ($100 to $300). Look on the West Marine website for handhelds used for sailors. (
www.westmarine.com)