Although I am not a cold weather person, one of the joys of the winter is the Eastern Bluebirds which arrive to feast on mealworms. Bluebirds have made a big comeback in the area in the past twenty years with many people providing boxes for nesting and an active Pennsylvania Bluebird Society.
If you want to attract bluebirds to your yard, they l-o-v-e mealworms. You can buy live worms but my birds like the freeze dried ones just as well. Wrens and titmice also like the worms and they will gobble them.
The birds do remain in the area year round, however, we have not been successful with getting them to nest in our boxes. Since we live in the woods, they have plenty of natural nesting cavities. They spend a lot of time looking in the boxes and each year our hopes raise in anticipation of a nesting pair but eventually they head back to the woods to build their nests.