My immediate reaction is that there is a gap in the religion market. The range of divinities and sacred beings ranges from vengeful creators, through pantheons to sacred cattle, via fire worshippers and volcano freaks. No one, not nowadays as far as I know, sees WIND as anything divine, except in certain metaphorical sense ("Breathe on me breath of God etc.") Oh, and perhaps Pentecostalists a bit. (I believe there is a church in Watford run by the "Pillar of Fire Socety", but they are obviously mad as a bag of frogs)
A religion basedon WIND would offer a range of worshipping opportunities encompassing gentle breezes (just reminding you it is here) up to Hurricane Katrina (punishment for making too much music andf having fun - all religions share disapproval of fun as a common thread).
Question is, how to make money out of it!
Wind farms? Must have a think about it.