Carolina wrens will often take suet or peanut butter in the winter. During colder spells, titmice, chickadees, and others will often avail themselves to these high energy foods. Niger thistle seeds will help attract finches, such as goldfinches, pine siskins, and to some extent house and purple finches. The latter two sometimes prefer small seeds, like millet. Millet and other small seeds are also preferred by sparrows, juncos, towhees, and mourning doves.
Water can also present problems during the winter.
If there is no dependable source of water, like a stream, nearby, you should offer water on a daily basis. This process can be as elaborate as a bird bath with an immersion water heater or as simple as replenishing a shallow dish a couple of times a day. Bring your nectar feeders in and hang the suet feeders to get ready for the arrival of your winter guests. White-throated sparrows should be here within the next two to three weeks.