It really depends. Let me give you some factors of photovoltaic cells (solar panels) and turbines (windmills).
-Have very low energy-generating potential, but huge panels of them, along with enough sunlight, will work.
-PV cells are cheap and can be bought easily.
-Their size can be adjusted according to your needs.
-Solar cells are portable and almost maintenance-free.
-If used to turn a generator, it can churn out a pretty high output.
-It requires a constant supply of wind, or in the case of hydro-turbines, water.
-They are massive structures and can be very costly to build.
-And of course, you can't just port it around.
So, for the following examples, I'll recommend the following types of power source:
Electric Solar-powered Car: Solar cells
Small generator for lighting small bulbs: turbine
Generally, a windmill will definitely generate more power than solar cells if size is not of constraint. It's because the energy-generating capacity of a windmill is affected by its size and its torque.
I'm trained in electrical technology. and have experience with solar cells and turbines.