Does your hardware store carry Niger seed? My parents found this at their local
ACE hardware store, a special sock like thing that you fill with the Niger seed, tiny thin black seeds that the songbirds go NUTS over. In fact, they completely ignore the regular bird feeder now and as many as 15 little birds hang on the sock munching away. My dad has to fill it every morning, it's so popular.
Another favorite is to find a nice open pine cone, tie a string on the top area and spread it with peanut butter and then roll in birdseed and hang. Birds need fatty things in the winter. My parents have a suet feeder which is visited by the jays and woodpeckers.
Wish I could have a birdfeeder, had one for a while but my apartment is too high up (8 stories from the street) and the only birds intrepid enough to visit were pigeons. But there is a pair of wild parrots who sometimes visit my fire escape which is great fun to watch, and the cat likes them too!
Enjoy your feathered friends!