electric or manual?
The Windex is just about the only thing in the manual world. As for electronic wind instruments you have to begin with the end in mind.
Do you see yourself with the full Monty somewhere down the line? GPS/plotter, wind, knot meter, depth, autopilot, radar, VHF???
If so then you want to make sure you can network them together in the final setup. That means you have to understand which units can and cannot be networked together. A lot of manufactures will say that NMEA can network with all other instruments but NMEA is a "one talker/many listener" network. The GPS/plotter generally does the talking BTW. So if the GPS does not have both a "talker" and a "listener" channel you are going to be out of luck to begin with. The GPS/plotter is the typical place for all the information to come together with the autopilot being the second most common place. Integrating GPS and autopilot is not for the faint unless you have common manufactures and an autopilot that can't react to the wind is pretty dumb so make sure the wind instruments can talk to and be understood by the autopilot as a minimum.
I would recommend picking a manufacturer that offers everything that you are looking for in the end and sticking with them. Ray marine is my choice but there are other equally good systems.