I tried a couple of different apps:
Wind Alert - free - configurable as a widget, shows wind speed and direction
Wind Guru - free - similar format like windguru on the web, shows wind speed, clouds info, temperature in many different spots
Wind Finder - speed, direction, temperature
The Kite and Windsurfing Navigator - paid - pretty advanced kiting spots guide with forecasts - I like this software, am yet about to try the paid maps for NSW, you pay for the region ($3 for NSW), there's a sample info from South Africa. It takes the wind info from Windguru.