Winter roosting by birds is a good reason for you to leave bird houses up all year. Houses can face in any direction. However you may want to face them away from the direction of prevailing winds in your area just to give the birds a little added protection from the weather. Every spring we're excited because nest construction is started in our bluebird boxes. House sparrows build a sloppy nest of lots of coarse grass, strings and feathers that tends to arch up over the sides and even under the roof of the nest box.
Bluebirds build a neat, cup-like nest of grasses or pine needles.
House sparrows are not native birds and therefore are not protected by law. The box I built last year out of plywood was filled with red ants when I took it down in October. As for nest boxes, as soon as you are able to drive the stake into the ground to hold them up, it's time. For the box with ants, first clean it out and then move it ten or more feet away from last year's site. Check it once the birds have built their nest, and if ants are invading again, put some sticky substance like Tanglefoot around the pole to keep them out.