I find apps like Windy and Sailflow to work pretty well at forecasting wind speed and direction. I also have a general weather radar app that includes a wind direction layer on it that is usually pretty accurate.
I use these when heading out on a ride to decide which direction I want to go. I like to start into the wind so I get a tailwind on the way home, whenever possible. My rides start in the city so often the wind is doing something different once I get out away from trees/buildings so I can't always rely on the "look outside and see which way the wind is blowing" technique.
I'm not sure a handheld windspeed indicator is going to provide much valuable info once you're out on the bike. At that point, you've already made the decision to ride and selected a direction. If a headwind or crosswind is too stiff, you just turn around. I'm not sure why you'd need to see data to confirm that decision.