I really hadn't heard of windchimes on a grave before, but I think it is a lovely touch. I absolutely adore windchimes (there are 4 in my back yard), and if someone places windchimes on my grave someday, my spirit would be very happy. The cemetery mentioned above that forbids them, because it supposedly interrupts funerals, sounds like it must have some pretty crotchety people attending funerals there. If I attended a funeral, and heard windchimes at the gravesite, I think I would feel more comforted than incensed by them.
We also had a large windchime made by a metalsmith hanging in our living room. It is of a Hopi kachina, with large, bell like tubes below it, all made of rather heavy iron. It would take a good breeze to ring it, but we had it in the living room because if went along with our Southwestern decor. Anyway, we heard it one evening as we sat there... and no one was near it, nor was there any air movement in the house strong enough to move it. We concluded at the time that it must be one of our ghosties who rang it. After reading above that windchimes attract spirits, perhaps we were right on the money with our assumption. =) We have our computers near that area, and have had other kinds of spirit activity ongoing there for quite sometime (one even tugged on the back of my blouse, and Kell saw my blouse move in an uncharacteristic manner at the time).
We have numerous orb pictures taken in this room, and we see spirits here, from time to time. So, I think I will put the windchimes back up as soon as we finish painting. =)