djsourabh said:
For high Rise Buildings,say above 30 floors,wind energy could be too ample to be wasted.
That is not the best premise to approach the subject. It lends itself more to the writing of a propaganda pamphlet to acquire support for such an endevour, that you have already investigated to some extent as having ( some ) merit.
In any case,
Building structure integrety - already noted.
Liability - already noted.
Type of wind catcher - horizontal axis, vertical axis for example, and size
Wind flow patterns.
Height of the windmill stucture.
Economics -
Flow patterns - you may have noticed that the horizontal axis blade type windmills are on top of a high tower. One reason for this is the length of the blade can be increased to catch more wind, but it is also to put the windmill at an elevation so that surface effects from ground structures such as trees and buildings is minimized. Wind has to blow over a building, hill, trees and in doing so it acquires a vertical velocity as well as its horizontal velocity. With a horizontal axis blade windmill you want to catch horizontal velocity and not vertical.
In addition, with several other structures surrounding your windmill, the flow pattern on top of the building could be chaotic - something that would need to be investigated before erecting the structure.
Height - a determination of how high the structure on top of the building needs to be to find a nice flow patterns or a least a height of `best choice`.
Here are some picture of windmill designs,
http://www.bing.com/images/search?q=types+of+windmills&qpvt=types+of+windmills&FORM=IGRE
Here is just a few pictures of flow patterns around buildings,
http://www.islandnet.com/~see/weather/elements/citywind.htm
I put this in there because it is interesting for how far reaching a structure can affect wind,
http://www.aviationweather.ws/045_Obstructions_To_Wind_Flow.php
Another city-wind pattern discussion,
http://www.greendesignetc.net/Flows_05_(pdf)/OkaMasayoshi_Air_Flow_in_Urban_Area.pdf
Hopefully that will give you some insight into cities and windmills.