Our native wild birds are in trouble! In recent years birds that were once common and widespread are now declining in numbers to the point many of our breeds of garden birds are now critically endangered. This is due to a number of factors including loss of habitat & use of pesticides.
One of the ways we can dramatically help is to provide a clean, constant food source in our gardens.

What to feed to attract certain species

Wild bird seed mix - a good all rounder, attracts sparrows, starlings, tits, chaffinches, doves, pigeons, black birds

Peanuts - high in fats & protein - attracts tits, finches, sparrows, starlings & siskins

Sunflower seeds - high energy - attracts greenfinches, blue tits, coal tits, great tits, bullfinches, robins & blackbirds.

Nyger Seed - high energy - attracts goldfinches & siskins.

Insects - both live & dried - attracts robins, blackbirds & thrushes.

Also much enjoyed by wild birds:
Fat balls
Rice (cooked)
Fresh Coconut in shell
Breakfast cereal
Mild grated cheese
Beef suet


What not to feed

Salted or roasted peanuts
Cooking fat
Dry dog/cat food
Desiccated coconut
Mouldy/stale food

When to feed?

It is best to feed year round, but birds require different nutrition during different parts of the year. During autumn and winter feeding high fat content foods are best and a fresh supply of unfrozen water is gratefully received.
Spring and summer is baby season, avoid peanuts as these can choke baby birds instead chose high protein foods

Hygiene

It's easy to forget that hygiene is really important for feeding stations, after all you'd be forgiven for assuming that it wouldn't matter for wild animals. Unfortunately feeders and bird tables that aren't regularly disinfected are a breeding ground for bacteria & disease which can spread easily from bird to bird as they congregate in a condensed area. 
Ensure you clear away any uneaten or spoiled food and regularly disinfect with an animal safe disinfectant.