Wind! Venus is full of it. (Making it so that your wind power can survive corrosion and the high speeds is an exercise left to the reader)

In order for a windmill to work, it has to be anchored. There's no wind if you're floating in it.

Spitballing here, you might be able to use some sort of floating wind turbine, and trail it out on a long enough cable to catch a different windstream. There's all sorts of reasons why it's a pretty terrible idea.