From personal experience, I find wind chimes are better in areas that get less wind than areas that get more wind. Gentle wind is best.

My in-laws have a couple of sets.  It's not a particularly windy area, so the only downside to them is that when they chime I get the impending doom that a storm/hurricane/tornado is approaching...  Because that's how all disaster movies build up to the arrival of the storm.

Wind chimes... eerie sky... Boom storm.