The effective exploitation of renewable energy sources is one of the most effective solutions to counter the energy, environmental and economic problems associated with the use of fossil fuels. Small-scale wind turbines (converting wind energy into electric energy with a power output lower than 50 kW) have received tremendous attention over the past few decades thanks to their reduced environmental impact, high efficiency, low maintenance cost, high reliability, wide wind operation range, self-starting capability at low wind speed, limited installation space, reduced dependence on grid-connected power and long transmission lines, low capital costs, as well as the possibility to be installed in some urban settings. However, there are significant challenges and drawbacks associated with this technology from many different perspectives, including the significant discrepancy between theoretical performance data provided by the manufacturers and real field operation, that need to be investigated in greater depth in order to enable a more widespread deployment of small-scale wind turbines. In this review, a complete and updated list of more than 200 commercially available small-scale horizontal and vertical wind turbine models is provided and analysed, detailing the corresponding characteristics in terms of the number and material of blades, start-up wind speed, cut-in wind speed, cut-out wind speed, survival wind speed, maximum power, noise level, rotor diameter, turbine length, tower height, and specific capital cost. In addition, several scientific papers focusing on the experimental assessment of field performance of commercially available small-scale horizontal and vertical wind turbines have been reviewed and the corresponding measured data have been compared with the rated performance derived from the manufacturers’ datasheets in order to underline the discrepancies. This review represents an opportunity for the scientific community to have a clear and up-to-date picture of small-scale horizontal as well as vertical wind turbines on the market today, with a precise summary of their geometric, performance, and economic characteristics, which can enable a more accurate and informed choice of the wind turbine to be used depending on the application. It also describes the differences between theoretical and in-situ performance, emphasizing the need for further experimental research and highlighting the direction in which future studies should be directed for more efficient design and use of building-integrated small-scale wind turbines.