I have a stepper that 'looks' a bit like this one, and it was no good. But, you'd really need to tell us the spec's of it (driving voltage, current, resistance per coil).
My stepper I was talking about is about 3.5" diameter and 2.5" high. (see, Ghurd, I'm learning...)
It depends a bit on your goals. With steppers it's absolutely no problem to get a high enough voltage (usually). But if you want more than the 30-50mA the little ones put out (like the ones found in printers) you may have to look around a bit for a bigger one.
With my limited experience, I say: go for the high-current ones. I have one that needs 1.75V/coil at 3.5A (!). I can easily get 1A out of it, loaded. Voltage is a bit too low though, in this case.
So, first, make sure the stepper has a high current rating (low resistance/coil). Then, check whether the voltage is high enough for your application.
Does it have bearings (needed, if you want a more or less durable windmill. If you just want to have a lawnornament held together with hot-glue, you may think differently) (ouch! did that hurt, Ghurd?)
Finally, a thing to remember is that power output of steppers is generally very low. In my case, 13W (actually measured, at 600RPM) seems extremely high. Be very happy with 5-6W.
If the above things are taken into account and are not a problem, go ahead!
I'll be making a diary soon of my stepper and the progress.
Peter.