Windfinder is an interesting site, but they only have the southern Persian Gulf.

http://www.windfinder.com/forecasts/

For U.S. sailors, NOAA's Tides Online site has some great real-time data. Not all of the stations have wind displayed and it looks like some of the stations' wind sensors got knocked out. (Panama City Beach that I've noticed)

http://tidesonline.nos.noaa.gov/
Ft Myers