Another favorite seeds for birds is safflower, a white seed, slightly smaller than a black sunflower seed. Squirrels don't like it. Neither do grackles, blue jays, or starlings. Safflower seeds are extremely bitter. Cardinals, titmice, chickadees, and downy woodpeckers munch it like candy, though, so keep a good supply available on the platform feeder. The squirrels won't bother to climb up there as well. White millet is another seed that attracts birds. It is even cheaper than sunflower seed. Scatter it on the ground for sparrows, juncos, and mourning doves.
You can buy these seeds at feed stores, nurseries, supermarkets, and some hardware stores. It's a good idea to buy everything except the costly niger in 50-pound bags and store them in the garage in mouse-proof metal trash cans.
Don't bother with bags of mixed birdseed. These mixes usually contain a lot of filler, such as red millet. Most birds won't eat it. They rummage through the seeds in the feeder and kick the red millet onto the ground, where at best it lies until it rots and turns into pretty decent fertilizer for the grass. Mixed birdseed is not a bargain. Buy the seeds you know your birds want.