Is it possible to create a head-mounted optical device that allows the user to see the wind, by means of thermal imaging / infrared detection, variations in the light's refractive index, or something similar?
Not quite as simple as a pair of glasses - but it is possible to see the wind with (relatively) simple standard optics. See http://en.wikipedia.org/wiki/Schlieren_photography
You can even try it yourself Schlieren- HowTo
Option 1: glasses
All glasses do is refract incoming light in order to change the focus, so that the user sees things sharp that were otherwise fuzzy; or they change polarisation or possibly light intensity, such as with sun-glasses. However, wind is moving air, and air is invisible. No refraction or other property of glass can change this.
Option 2: Head-mounted device
Most methods to measure wind are active, meaning that the sensor measured a reflected electromagnetic source it emitted a short time ago. That wouldn't do for you, because (1) you don't want to walk around with a laser on your head (2) you wouldn't see the refracted light.
Option 3: Fully passive
Satellites measure wind by... looking at ocean waves. So if you find yourself at sea, look at the waves. On land, look at leaves in trees moving, smoke not rising vertically, etc. The Beaufort scale will tell you how to translate this into a wind speed. So in reality, you can see the wind without any device — but you probably already know this ;-).
I expect none of those really answers what you are looking for, so the answer is still no.