The Department of Energy’s Wind Powering America site has a map that shows which states have them. Their mission, like the one in Virginia at James Madison University is "designed to empower landowners by generating their interest in wind energy through the borrowing of meteorological towers and encouraging wind development.”
Connecticut, where Sheep Dog Hollow is located, alas, doesn’t have such a program, but it’s easy to buy an anemometer – they can cost as little as $35. The big expense comes from the tower, which should be the recommended 30 feet above the tree line.That could cost from a few thousand dollars to as much as $25,000 or $30,000.
Since I haven't undertaken this challenge yet, I’d recommend other sites, such as otherpower.com, which touts itself as the “cutting edge of low technology.” It has a great page that has far more detailed information about towers and how to build them. It’s also a great primer on getting started in wind.
But if your interest is in just learning and watching other people take the plunge into wind, the Connecticut Clean Energy Fund has just announced that it will be providing regular, Web-based updates on the four small wind-turbine demonstration projects that it has set up around the state: