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The following answer was given by the American Wind Energy Association (AWEA).

The purchase and installation of a system large enough to power an entire home costs, on average, $30,000. But, the price can range from $10,000 to $70,000 depending on system size, height, and installation expenses. The purchase and installation of very small (<1kW) off-grid turbines generally costs $4,000 to $9,000, and a 100kW turbine can cost $350,000. The federal government and many states have rebate or tax credit programs in place to encourage investment in small wind (see http://dsireusa.org).

To learn how to build my own Wind Power Generator for less than $200, I purchased the Earth4Energy: DIY Power Guide. It actually provided an excellent, detailed video on how to build a safe wind turbine yourself out of PVC pipe.