The generation of wind can be traced back to solar energy. It is ultimately a renewable and clean energy source. This is what makes it attractive to many as a source of energy for power plants.

Wind is created as a result of pressure differences in the atmosphere which is caused by temperature differences of radiating solar energy. Other factors that contribute to the flow of air (wind) is the rotation of the earth, and it's terrain. We could expect more wind over bodies of water since water provides less resistance to wind than do objects on the surface of the earth.

http://www.micro.utexas.edu/courses/levin/bio304/biomes/biomes.html

Wind is in essence a circulation of air, much like heat being transferred by convection in a room.

http://www.islandnet.com/~see/weather/elements/seabrz.htm

If wind is essentially free, why don't we see more windmills? The reason is that wind doesn't blow whenever we need power. Wind energy can only be stored in batteries and much of the energy from wind can not be harnessed into useful energy. The public also views wind generators as an eyesore on the landscape.