Here is an anemometer that works with your smartphone to show you wind direction, speed, and other information. The WeatherFlow Wind Meter has a compact design and fits in your pocket. Just bring your iOS/Android device, plug in your Wind Meter, and you are ready to record data. Once you hold it up high facing into the wind, your phone will be able to record the wind speed, wind direction, and wind location.
The Wind Meter is accurate to 0.2 mph at up to 15° off-axis. The companion app makes sharing data with others easy. You can get one of these for under $35.