Although I'm fairly sure that your idea will at least partly come to fruition someday, I can think of a few reasons why it isn't done.

First, the economics of a windmill are thin already. They do make electricity, but they cost a huge amount to build and it takes many months (years?) of electricity-making to pay for the initial cost, plus maintenance. If you're in the city, and a blade flies off, the lawsuit will destroy your thin profit margin. Maybe that doesn't happen, but risk is real.Next, you have it right, they're noisy. The bigger the impeller, the more noise. Maybe no big deal.Also, many designs chop up birds. Chopping up birds out in some country field isn't nearly as big of problem as having their bodies hit the sidewalks (and people)around your fancy office building. Yes, vertical impellers don't cause as much damage to birds as propellers.Finally, they're extra bending load to the building. Most buildings are only designed to handle maximum winds to a certain code based on their 'sail area'. This adds to that area, meaning you'll have to structurally strengthen the building. Not fun or cheap.

But yes, I think this is a fine idea to work toward.

Windmills kill birds

I tend to agree this is difficult for a number of reasons. Check the following link for Ridgeblade (http://www.thepowercollective.com/) - a power generating turbine that goes on a residential roof. Not sure how much power it produces, but could be an interesting alternative.

I don't get the comment about the birds. Birds already fly into the windows on tall buildings and die. I don't think there is any way to generate electricity that doesn't harm wildlife. Electricity is generated by wind mills (kills birds), dams on waterways (kills birds), coal and other fossil fuels (kills everything that breathes), nuclear power (kills everything if something goes wrong). It would seem obvious that any windmill (or wind based power generation device) used in this would have to be safe for both the public and wildlife to eliminate risk of lawsuit and to be responsible. I just thought that would be a given.