Windfarms

Windfarms are springing up all over rural New Mexico.  While I am all for the "going green" and renewable energy, as a native to an area where new windfarms are locating, I am having trouble with the fact that the electricity will shipped out of state.  The truly strange part of this, my local electricty company is getting together with several other New Mexico providers to buy their electricity from Colorado.

It would make more sense to me to provide electricity for rural residents and ranches as well as other markets.  We are the ones who have to look at the wind turbines.  Shouldn't we get something out of it besides incurring the costs of shpping that energy out of state?