The WeatherFlow Wind Meter costs around $35 bucks, plugs into your iPhone or Android device and offers a lot of flexibility in recording wind speed. The software is easy to use and it even includes an array of built-in sharing options (Facebook, Twitter, Email, SMS) so you can quickly broadcast your readings.
If you already use an anemometer for your sailing or windsurfing, the Wind Meter's software makes it easier to keep records and the rubberized device won't take up much space in your bag. WeatherFlow is one of the largest private industrial weather firms and they're now applying their expertise to consumer products.
All the sharing options make a lot more sense when you realize that Weather Flow has built a series of apps and communities for sailors, windsurfers, kitesurfers and fishermen. The Wind Meter can report data directly through those apps and add to the weather and satellite information built into those apps. It's like the crowdsourcing that makes a traffic app like Waze so useful.
I don't personally know any golfers who have the ability to precisely alter their swing based on minute changes in wind speed and direction, so this looks more like a device that someone could use to psych out the rest of the foursome as they carefully appeared to analyze the wind around them.
You can check out the WeatherFlow communities online. If their apps and data work for you, a Wind Meter would make an excellent way to contribute to the cause.