I stumbled across this when I was trying to find old weather forecasts the morning after trying a new set of blades. It isn't as good as having your own anemometer, but it might be better than looking at a regional forecast. United States only, as far as I know. You need to have Java installed and working as a plugin within your web browser.
Start here: http://www-frd.fsl.noaa.gov/mesonet/ and you should see something like this national view. It will probably take a while to load, since it's loading a Java applet and some data. Seeing a blank map at first is a good sign.
If you get something like this
then your Java isn't working. You may also get a page without an image or any notification about plugins missing in this case. Download and install the Java plugin from Sun and restart your browser.
Draw a box with your mouse around your location and let up your mouse button. The window will zoom to the box you drew. If you didn't get it right, use the Un-zoom button.
Hovering your mouse over one of the stations should show you something like this:
In this you can see the location, elevation, last temperature and pressure reading. The time for that data is also given (1446Z or 14:46 GMT here).
Click on the station and you'll see something like this:
This is the top of a bunch of data that goes back 12 hours or so. The wind speed and direction are toward the right side as direction, then speed, then gust speed, right before it goes into precipitation. If these columns are blank or zeroes, then this station isn't providing this information. You can highlight this data and copy it off the screen with Ctrl-C and paste it into a text editor.
I've got 4 or 5 stations within a few miles of me, but only one has wind speed. You'll need to get familiar with the stations in your area. There seem to be about 24,000 stations in the country so most everyone should have one not far away. Aside from remembering which ones have wind speed though, you need to bear in mind which ones might be on the same sides of mountain ranges as your site and details like that.
So good luck, and pay attention to NOAA's disclaimer that they don't own the stations and aren't responsible for their accuracy. Neither am I. :-)
Alan