Most birds eat some type of seeds, and there's a wide variety to choose from. A "songbird mix" containing several different types of seeds is easy and well-accepted by birds. Single-variety seeds such as black oil sunflower (not the same kind we like to snack on) are very popular.
Suet, or rendered beef fat, is tasty and nutritious for birds, providing them with much-needed calories. Suet cakes, which may also contain insect, nut, or fruit pieces, are an easy way to provide this treat for your birds.
Many birds, like robins and bluebirds, prefer to dine on insects. Mealworms and wax worms are available from pet stores and specialty bird-supply outlets.
Fresh fruit attracts many birds. Grapes, oranges, apples, and pieces of banana offered on a skewer-type feeder will attract fruit eaters like robins, mockingbirds, tanagers, orioles and grosbeaks. Orioles enjoy grape jelly too, but this should be offered sparingly due to its very high sugar content.
Hummingbirds are nectar-feeders, and are a delight to watch. It's easy to make a sugar-water solution for them yourself, or you can buy powder to mix with water. Be sure the product is intended for hummingbirds. Orioles enjoy nectar too, but need different feeders and nectar mix.
Peanuts attract titmice, woodpeckers, chickadees, juncos and jays, and are a favorite winter food because of their high calorie content. Offer shelled peanuts, or peanut pieces to make feeding easier and minimize mess. Peanut butter will attract woodpeckers, chickadees, nuthatches and others.
Some birds, like blue jays, love corn. But so do squirrels. Place cracked corn, dried corn kernels, or dried corn cobs in a squirrel feeder at some distance from the bird feeder, and you should see much less pilfering of the birds' food.