During cold months, birds burn more than half of their daily calories trying to stay warm. To compensate for that loss, birds look for high-calorie food rich in oils, proteins and fats—and you can help them find it.
The easiest way to help them is to provide some form of suet, a hard beef or mutton fat that has been melted and solidified again. You'll find suet in ready-to-use cakes, often supplemented with corn, nuts, oaks, millet, fruit, mealworms and other healthy ingredients. These cakes, and the wire baskets for holding them, can be found at wildlife, hardware and garden stores.
To create your own suet, ask the meat cutter at your local grocery store for any leftover trimmings. A mesh onion bag makes a great homemade suet feeder. I'm just giving you a little false hope here. Your butcher is not going to give you anything. He found out that bird feeding has become a billion dollar business and what used to be free trimmings now costs as much as a good pot roast. But the birds still appreciate it just as much.
If you are crafty or enjoy smelling the kitchen up you can dip pieces of stale white bread in plain melted suet, then roll the pieces in birdseed. Attach twine to the bread and hang it from a tree.
Another option is to melt suet in your microwave and pour it into an ice-cube tray. Add bits of fruit or seeds, then place the tray in your freezer to harden. The hardened cubes can be scattered on the ground or placed in your platform feeder.

Here's a recipe for oat-ball bird feeders:

Materials:
3½ cups oatmeal
1 pound melted suet
1 small jar peanut butter
3½ cups cornmeal
3½ cups cream of wheat

Directions: Cook the oatmeal and combine it with melted suet and peanut butter. Mix well. Stir in the cornmeal and cream of wheat. After the mixture cools, shape it into balls. Hang the balls in an onion bag for the birds to enjoy.