If I recall, you'll only need a screwdriver. The 'mast' of the Windex goes into a hole in the base, and is held in place by a set screw. I believe it's a slotted screw (should be illegal), so I'd take both a flat bladed and phillips up the mast with you.

I never go up the mast without screwdrivers (slotted and Phillips), crescent wrench, pliers and my Leatherman (includes knife), and WD-40.

I ended up with the same problem this winter, windex is broken in half. Does anyone know which is the 'proper' replacement? I'd like to ascend the mast only once if at all possible.

thanks - 

When you say "wind indicator" do you mean the windex or the 3 bladed  thing that spins and gives you wind speed? If the former, pliers and screw drivers but if the wire "mast" part is broken you'll need to take it down and manually bend it into the correct shape. If the latter, there is a set screw and I don't remember what sort of head it has. 

when I bought a new windex vane this January I purchased one with a bird spike - a foot long rod extending vertical - should help keep big birds off..