The direction of prevailing winds
Prevailing winds play an important role in siting/orienting a building, as part of a larger effort towards passive cooling. (Taliesin West, in dry hot Scottsdale Arizona, is laid out to catch prevailing wind in an effort at passive cooling. The devoted and zealous disciples/tour guides made many a mention of this fact. For a much more in depth look at that project read this article from Architect Magazine). As for measuring the prevailing winds, using a wind rose allows the direction and speed of wind on any give site to be measured (note- the direction is where the wind is coming from, something I can never keep track of).