I like the idea of making electricity from just about every surface, BUT...

• Micro windmills aren't quiet. In a stiff wind, they can whistle and howl pretty loudly. 
• Bird lovers would go ballistic. Windmills take out birds pretty frequently, and having them everywhere, well...flap, flap, flap OUCH
• Micro-windmills don't generate a great deal of power. They're nice for a boost in the evening, when the solar is down, but it takes quite a few to make a difference for even household use. 
• An infrastructure would have to be created for maintenance and repair. This might diminish the cost/benefit even more. For each bank of windmills, an inverter is necessary. Windmills are moving, mechanical things that require tending more than solar panels.
• They're only really efficient at 25-30 mph winds. How often does that happen in each location?

We had a small, 400 watt windmill for more than five years, until a really high wind blew it down last year. As I said, it was a nice boost, but the solar panels deliver a whole lot more energy for the money. We haven't repaired the windmill yet. We plan to because we hate to waste resources and we have a nice tower, but the energy provided by the windmill doesn't justify the repair time and cost.

Keep thinking this way, though!

Why not take it in a different direction? What if we put small, energy producing turbines in all sorts of places? How about a little clip on adapter for a bike so you can charge you phone or mp3 player while you ride? Why not put tiny turbines in pipes for hydroelectric power? Make electric cars' batteries run long by putting a few turbines along the axle, so you are charging a little bit more while you drive?

With only a few minutes of brain storming, anybody could think of dozens of other places where a little bit of extra electricity can come from, but there are two problems with most of them.

Turbine power devices that expect varying amounts of output-energy from the turbines, which is relative to the speed at which the turbine spins. A wind up radio can run for hours with a few turns of the big dial, but a similar device would have a hard time sending enough energy all at once to power on an iPod. For that reason, conversions must be made to regulate the speed at which the amounts of electricity reach the destination device. Maybe each turbine can charge a special battery that could adapt to the various voltage needs of different devices. That second problem is the cost of installing such devices, and the question of the value of their output. A whole neighborhood block with small turbines in their pipes may be able to power their own street light, and could be eligible for a tax write off or something.

Just a brainstorm, but I think your question brings up a lot of 'what if's, some of which could really help us in the long run.