A valid point.
However, there are electronic solutions to this, so you could still run your windmill in high winds without blowing bulbs or other things.
You still need a dumpload, even if you go without batteries, to prevent overspeeding. So you will at least need some electronics.
In your case, you will also need electronics to prevent overvoltage.
You won't need the electronics to charge the battery; you won't have the costs/caring of batteries.
However, batteries provide a very simple & safe (even cheap?) voltage regulation function, apart from their capacity of providing energy during times when there's wind.
All in all, I can't think of a reason for me to go without batteries (only for electric heating maybe; but think that's a waste of perfectly good energy, unless as a dumpload).
The fact that 99% (?) of RE people use batteries should make you wonder whether you can do without them. As has been said, you can perhaps do without if your needs are very different from the average RE'er. Up to you to figure out. The majority however is against you (and you're already in a minority group, for wanting windenergy (1), building your own genny (minority within the wind community) and (3) go without batteries :-)
You aren't by any chance a debile homosexual jewish negro with a hunchback? (as my history teacher used as example for a REAL minority). :-)
Peter,
The Netherlands.