In regards to the cogeneration system in Northern China, mainly supported by combined heat and power (CHP) plants, it usually offers limited operation flexibility due to the joint production of electric and thermal power. For that large-scale wind farms included in the cogeneration system, a large amount of wind energy may have to be wasted. To solve this issue, the utilization of the electric energy storages and the thermal energy auxiliaries are recommended, including pumped hydro storage (PHS), compressed air energy storage (CAES), hydrogen-based energy storage (HES), heat storage (HS), electric boilers (EB), and heat pumps (HP). This paper proposes a general evaluation method to compare the performance of these six different approaches for promoting wind power integration. In consideration of saving coal consumption, reducing CO2 emissions, and increasing investment cost, the comprehensive benefit is defined as the evaluation index. Specifically, a wind-thermal conflicting expression (WTCE) is put forward to simplify the formulation of the comprehensive benefit. Further, according to the cogeneration system of the West Inner Mongolia (WIM) power grid, a test system is modelled to perform the comparison of the six different approaches. The results show that introducing the electric energy storages and the thermal energy auxiliaries can both contribute to facilitating wind power integration, and the HP can provide the best comprehensive benefit.