Millet sprays are the stalks with seed heads still attached. They are sold for pet birds and can be purchased at pet stores. There have been no documented cases of a bird being harmed by eating straight peanut butter. It's fat, just like pure suet. However, those who are concerned about this can mix in other ingredients.
Many people use heaters for their birdbaths in the winter.
Window kills are a problem that is just being realized in the birding community as a major source of bird mortality. The numbers of such deaths may be in the millions. When birds are startled, they fly to safety as quickly as possible. The reflection in windows offers one such escape route. You need to break up that reflection so that the birds take a different route to safety.