Many amateur bird watchers set out food to attract avian visitors, but depending on which type of bird you're most interested in seeing, some foods and feeders are better choices than others.
Black-oil sunflower seeds are a good, all-purpose food favored by finches, cardinals, sparrows, and blackbirds. For insect-eating birds like jays, woodpeckers, and orioles, suet is the ideal food. If you want to attract hummingbirds, provide them with nectar. You can make your own nectar by dissolving one part sugar to four parts boiling water and allowing it to cool. Make sure to change it every five days, otherwise it can grow mold and host deadly microbes as it ferments.
When choosing a feeder, make sure it's sturdy enough to withstand cold weather, tight enough to keep the seeds dry, and large enough so it won't need to be constantly refilled. Feeders come in three categories: trays, hoppers, and tubes. Trays should have plenty of drainage holes and be hung no closer than 10 feet from a bush or shrub; any closer and it invites unwanted attention from cats and squirrels. A hopper feeder has walls and a roof that seem as if they'll keep seed dry, but in fact they don't, so make sure you pay close attention to the condition of the food you place within them. Tube feeders are the easiest to maintain; they are resistant to squirrels and other foragers and do the best job at keeping the seeds dry. All of these feeders should be placed in a spot that's easy for you to reach. Clean the feeders every two weeks (unless nectar is involved) and clean any debris that collects underneath.
Learn more about Project Feeder Watch.