From the National Home Gardening Club:
Celebrate National Wild Bird Feeding Month by offering up these tasty options for your feathered friends:
Blue jay - Peanut kernels and any type of
sunflower seed.
Cardinal - Sunflower seeds, cracked corn, unsalted nutmeats, and raisins.
Chickadee - Black-oil sunflower seeds, peanut kernels, and suet.
Finch - Thistle seeds and black-oil sunflower seeds.
Mourning dove - Cracked corn and black-oil.
Native sparrows - Millet, black-oil sunflower seeds, and cracked corn.
Nuthatch - Black-oil sunflower seeds and suet.
Robin - Any type of fruit.
Woodpecker - Suet, sunflower seeds, and peanuts.

If you're not sure which types of birds will be visiting your yard, your best bet is black-oil sunflower seed and suet, which are high-calorie energy sources for a variety of species. Mixes are another great option. Cheaper versions contain large percentages of milo and rape seeds, which most backyard birds don't like. Buy a slightly pricier mix that contains plenty of sunflower seeds, millet, and cracked corn. Birds won't discard as much, your feeder won't empty as quickly, and you'll save money in the long run.