Mathmos is now offering these on their site for $19/unit. They generate all of their own electricity. I found out about them because they were used by Jason Bruges Studio to do a number of really cool projects.
As quoted from their website:
Mathmos Wind Light – Miniature LED wind turbine
No Electricity, No batteries, Just Wind
This tiny 20cm tall light-up wind turbine has been used by leading design team Jason Bruges Studio in a number of high profile installations. A simple puff of air will send the 6cm rotor blade spinning and get the LED lights glowing. Wind light will be available in blue or red.