Make a wind chime out of old keys and acrylic paint. - This site has lots of cheap outdoor/backyard ideas. I can't use most because I live in an apartment - but I love the old key to windchime and spray painted folding chairs.
Teach Them To Fly: Saying words that begin with W is a lot like making wind with your mouth. Students practice "w" sounds while being the wind, teacher photographs, students add leaves to complete "W is for Wind" project.