I feed blue jays peanuts each morning on my porch--they're a pleasure to watch. In the winter, the tufted titmice get in on the act, grabbing peanuts here and there.

I realized I could feed them when I realized they had made it a habit to visit the porch, prowling my temporary compost bin for eggshells. They love eggshell, which strikes me as like eating placenta or something (which I guess some cultures have done, at least ceremonially).