For wind speed only:
Go to:

National Climatic Data Center Web Page
http://lwf.ncdc.noaa.gov/oa/ncdc.html

click on Most Popular under Purchase Category in left frame
click on Free Data
click on Comparative Climatic Data (Free Data F) 
 
Climate Atlas:  http://gis.ncdc.noaa.gov/website/ims-climatls/index.html 

Maximum Winds observed at over 300 U. S. sites in tabular form.
http://www.ncdc.noaa.gov/oa/climate/online/ccd/maxwnd.txt

For wind direction and speed:
click on Most Popular under Category Purchase (left frame)
click on Free Data
click on Climatic Wind Data for US thru 1996 (under Free Data 6)
Help: Sam.Mccown@noaa.gov 
828-271-4800 x3174  ncdc.orders@noaa.gov