These 2 are the easiest projects on wind power to find on the internet IMO...
http://www.magenn.com/news.php - basically a flying helium blimp that rotates... I stumbled across this website a few years ago and to say its been slow and dis-appointing is putting it lightly. After years and years of development they made a generator that didn't work well when tested.
http://www.skywindpower.com/ww/index.htm - An electric powered helicopter that shuts off when it gets in the jet steam so the wind can turn its rotors generating power.
Both the above projects are quite old and neither have been successful. That said google also has a project it is funding but the developers are not talking.
Me I believe kites hold promise for $feasability$ what do you think? Large parafoil traction kites are relatively cheap costing less than a $1000 and provide enormous lift for testing purposes. Probably not a good material for something that needs to last but if it works than a rigid kite design would likely work as well.