This is going to be my next project the next time I destep my mast. You take the $100 Peet Bros Anemometer, which is not an NMEA product and by default works only with their own display, and plug it into an Arduino. If you have a spare Arduino, you can just build it yourself and code it by following Mechinations' guide here (you'll have to make a donation to him).
|Mechinations' custom PCB board|
Or you can buy his custom PCB board for the same price as an Arduino and you don't have to worry about any coding or shoddy connections. The board he made already has all the necessary connections (USB, RS-422, or Raspberry Pi) as well as a plug for the anemometer and a power input. He did all the legwork, translating the electrical signals into meaningful NMEA-0183 data.
All in all, you're looking at a capable NMEA-0183 wind instrument/sensor/anemometer for about $150, and it's in the spirit of DIY.
Expect a more detailed guide once I get around to this.