They are looking for hidden insects or looking for a loud surfce to drum on to attract a mate. There are a few things you can do to deter them. It just takes a few days to convince them that they should move on, the woodpeckers won't like the deterrents so they will find a more appealing area. A liquid spray can be applied to the side of your house, and the smell deters the birds, but not you. There is also a hole-filler with the same aromatic qualities that will drive them away from holes they try to peck after you've filled them. Keep in mind, if the woodpeckers appear to be looking for insects, rather than simply making noise to impress the ladies, you may have a bigger problem - an insect infestation.