Yes, like sephiroth said, definately pick Yuffie up before going to Junon. She should be in the forest in Junon Area. In regards to actually gettinh her heres a tip: never use the little save point that is in the screen where you talk to her, because if you do she will run away and steal from you too.

There are other wind attacks as well(SPOILER)the first i can think of is the Typoon Materia found in Ancient Forest, and also there is the Tornado spell found by getting the contain materia. to get this you must feed mimmet greens to the white chocobo in mideel
woo....i'm done.