Heroes of the Wind
Recently, I've been finding that the main protagonists of some of the games and stories that I like tend to slide towards the wind element, which interested me enough to list these characters. Note well that not all these characters are purely wind elemental; they just seem to convey some theme of wind--you'll see what I mean.
Heroes of Wind
2) Naruto Uzumaki - His chakra affinity is Wind. That's what he learned from Kakashi and Yamato when they explained Chakra nature to him prior to learning the Wind Shuriken Jutsu.
3) Sonic the Hedgehog - While I don't consider him a wind elemental, Sonic is frequently likened and compared to the wind because of his speed. He was even nicknamed "Knight of the Wind" in Sonic and the Black Knight. And in Sonic 06 (sorry for bring this game up), Princess Elise also felt "a familiar wind" blow by as Sonic passed her in the epilogue. And then there's the Sonic Wind attack in Sonic Adventure 2, as well as that tornado attack from Sonic Heroes. (I don't know, could he actually be a wind elemental? Then again, wind is only a portion of what Sonic's capable of, and it might not even be actual wind.)
4) Link - From the Zelda series. Again, I can't call him a legitimate wind elemental, but his Triforce of Courage is actually Farore's (one of the 3 golden goddesses) power and Farore is associated with the wind element. Furthermore, in Super Smash Bros. Brawl, whenever Link appears on a stage, he is shown to have been sent there by a whirlwind.
I guess wind just seems to convey a sense of freedom and adventure that is ideal to most heroes. I wonder if that's the reason why such stories tend to associate their heroes with wind.