An anemometer is a device used to measure the speed of wind. It can also be used to measure gas but most people associate it with measuring wind speed.
They are quite common and if you go to a popular windsurfing spot or kitesurfing spot, you'll often see some people holding up a small device in the air. That would be an anemometer that they're using to measure the wind.
They're also relatively inexpensive, if you're not looking for a super fancy model you can score one for a few bucks.
This one below is quite good and cheap at only $15 or so dollars.
There are some more expensive anemometer such as this one below for those more serious about wind speeds and measurements. This particular one below is compact which makes it popular and is said to be one of the most accurate ones.