I would love this feature too. Truth be told, I don't actually use wind layer much myself - those cool wind particle lines are on the other layers, so you sort of "know".
I use the precipitation, temperature and cloud (love that one) layers more than wind, I would love to be able to set a default.
Love the site, I've told every weather fanatic I know about it (so at LEAST like 5 or 6 people, haha).
Also, think about giving me a way to pay for a premium account. Heck, you could even include a feature to, say, let me pick my default layer ;)