There's a bunch of maths around Betz' law that dictates how the efficiency works, but it turns out that the theoretically optimal structure is a single blade: http://www.wind-works.org/cms/index.php?id=543

For mechanical engineering reasons, mostly to do with evening out the load at the point of blade attachment, the industry has mostly converged on three.

This is also linked to tip speed ratio: http://www.reuk.co.uk/wordpress/wind/wind-turbine-tip-speed-... ; the tip speed is usually several times faster than the wind speed.

Remember that the blades are aerofoils, effectively wings. They don't need to touch all the air in their swept area, their effect is given by redirecting the flow of the whole stream of air.

Casings are only useful for small turbines operating at high pressures, where the energy lost to spilling over the tip of the blade would be high.