In fact it's very hard to make the box waterproof and have holes for wind at the same time... Thinking about all your suggestions...
I would think you want to make 2 boxes that stack on each other. The bottom box is all electronics and is fully NEMA sealed. All of the wires leading in/out of the box go through NEMA sealed cable glands. Some of the wires from the cable gland go to the other box, which is your wind station. It has holes to measure the wind. You might not even need to put the wind station in a box, just have it connected. Given some of the storms I've been out in, I would not trust louvered windows to protect the electronics.
I would imagine one problem with electronics sealed in a box is heat build up, particularly if there are voltage regulators that produce heat as a consequence of changing the voltage. I could imagine having air ports that are either mounted on the bottom via a pipe long enough that you don't have to worry about wind borne rain, or via an S shaped tube similar to what is used in most sinks/toilets.
Now that I think about it, you could combine the heat vents with the wind openings by mounting the Arduino box on top, and have some vents in the bottom away from the ends, and have the wind holes in the bottom compartment. The only problem might be heat wants to rise. You might need a low powered fan to draw the heat down.