Not free, because the windmills/generators must:
- be built, generally in some remote area (say, in the middle of the High Plains or miles off the coast),
- have high-capacity transmission lines extended to them (and power lines take longer to build than the wind farms themselves),
- have back-up power provided for them (for when the wind isn't blowing),
- have storage provided for them (so that power from night-time wind can be used when it's needed -- often, during the day),
- be supported by a national grid made more robust to cope with the variability of the wind-driven power, and
- be maintained (including those new transmission lines, storage, etc.).
So what are some externalities of wind power?
- They're eyesores, at least to many. (I think they're neat looking, but I haven't had to live near them.) See "In Holland, land of windmills, flap over wind farm."
- Apart from the (previously mentioned) monetary cost of high-capacity power lines, there are questions of land use. We all know how popular power towers and high-capacity lines are. The NIMBY(*) outlook applies here, as in: why should I have unsightly power lines pass through my yard, park, county, or state if the power is being delivered far away. (Unrelated to wind generators, there's recently been a huge fight about a new power line through a corner of my county. IMO, it's largely been about this "why me? I don't need the power" issue.)
- They affect the weather. See, for example, "Wind Farms Alter Local Weather."
- The turbulence from one wind farm can interfere with another, miles away. See "A Less Mighty Wind: Three reasons wind power could wane."
- They eat birds. As in, "Wind turbines taking toll on birds of prey." There's a double standard about bird slaughter, too. Whenever there's an oil spill -- the exception to routine operations -- you can count on TV footage of slimed birds. How much TV coverage have you seen of birds routinely getting chopped up by windmills? Never mind that the toll from windmills is far higher. See "Windmills Are Killing Our Birds: One standard for oil companies, another for green energy sources."
You can extract from the foregoing list plenty of reasons why wind power isn't squeaky clean, either.
Am I anti-wind power? Not at all. From an energy-independence point of view, I like wind a lot. But only with eyes open to the ways in which wind power (like any means of power generation) is imperfect ...
I'd like to see wind power deployed where it makes economic sense, not because of subsidies. While some wind projects make sense, others will turn out to be as ill-considered as burning food -- aka, ethanol -- is now generally recognized (outside Iowa) to be. See: "Al Gore: Ethanol Was Not a Good Policy."
Every use of energy -- including transformations from one form, like wind or sunlight, to another, like electricity -- has side effects.
As someone said (darn if I can find the attribution): you can't change just one thing. The beginning of wisdom in energy policy is to look around for all the impacts. Like past energy fads -- think: shale oil, ethanol, nuclear, and hydro power -- wind power will (one assumes) come to be seen in a less rose-colored-glasses manner.
While we find our way to cheaper (never free!) and clean(er) energy, I'd like to see us continue to invest in what works and will keep the lights on.