To add, Fanci, House Finches and House Sparrows LOVE black oil sunflower kernels (we always buy shelled).
Mountain Chickadees and Red Breasted Nuthatches LOVE pine nuts (yes, how expensive they are), but what pleasure we get out of watching them. Just a little tidbit of info, in the winter months when food is more scarce and hard to get, Mountain Chickadees require a minimum of 10 calories a day to survive, and sadly, many don't get it, but each single pine nut equates to 1 calorie, and having a feeding station for the chickadees to visit helps to ensure their survival.
As for millet, Dark-Eyed Juncos LOVE it!
We also put out crushed (plain blanched, non-salted peanuts), which all the above just love!