Windmills don't work well in crowded areas because of the turbulence created by buildings and the like. You can even damage them if you don't keep them away from turbulent areas.
I believe on a cost basis, wind trumps solar, but this is only the case if you live in a windy area.
Wind has another disadvantage in that folks can see your setup from a long distance away.
If I lived on a remote island I'd probably go with a wind generator.