I would suggest you look at the following dataset:
/SOURCES/.NOAA/.NCDC/.DAILY/.FSOD/
This dataset includes daily station data for U.S. stations through the end of 1999 and includes daily average wind speed as a variable. Unfortunately, wind direction data are more difficult to find. If you need the full velocity data, including direction, the National Climatic Data Center (NCDC) is the best place to look. The NCDC website is:
http://lwf.ncdc.noaa.gov/oa/ncdc.html
-- Michael Bell