Which may seem confusing but in essence it translates to the set telling you how to play vs using the set to play how you want to.
Meaning anyone can use a TAL's set for anything. Anyone can use a IK set for anything. But for aldur's you start your cahracter with the end-game knowledge of using aldurs.
Aldurs lacks offensive power and has avg firepower. +4 skills only. It however does contain alot of stat bonuses and resist which is very importatnt. All in all if you didnt build with the idea of making your cahracter revolve around Aldur's, Uniques might be better becuase you can change items around without the fear of losing set bonusses.
The problem for a windy using aldurs is the weapon. Aldurs weapon is not really much help and the best I have come up with is putting io's in the sockets for 30 extra vita. That aside you will lack fast cast for tornado so a lidless wall and rare casting rings and a casting belt or gloves will be essential.
As you have seen from the responses so far the answer is clearly uniques own aldurs for performance. However this is a game. If it is more fun playing in something that looks cool to you then do so. I have a lot of fun with my aldurs windy and although there are many ways to improve his killing power none of them allow my character to have a deer on his head and glow!