Answer for Our yard is very windy. Is there a type of tree that grows well here that we could line the perimeter of the yard with?

Yes, you could go with native junipers or cypresses such as Arizona Cypress, Rocky Mountain Juniper or One Seed Juniper.  If you have the space you could do an informal perimeter with the natives by a more randomly placement & mixing varieties, maybe putting in a some pinon pine.  This can give more of a natural look.  
The Chinese junipers like Spartan, Wichita Blue, Blue Point will make a smaller screen than the AZ Cypress or Native Junipers. 
Red Tip Photinia can also make a nice screen. 
Sticking with tough plants like the cypress & juniper tend to do better in rows compared to other evergreens like pine, spruce or arborvitae.  Which is important when the tree need to always to match.