Yep! I stocked up the feeders yesterday morning before the big snow hit! I can see them now as I'm typing and we've got lots of action - mostly cardinals, blue jays, and juncos.
My big one is a "squirrel proof" one, but that really means it just slows them down! The perches are on springs and the squirrels weight causes the spring to pull a "door" over the seed dispenser. However, they have figured out to stand on the top and reach down, but they can only get so much at a time. Little buggers!
I pretty much only do black oil sunflower seed, it seems to be the most popular with the biggest variety of birds. I used to buy it in a 50 pound bag at either PetSmart or Ace which was the cheapest option. I stored it in the garage in a plastic tub. But two years ago the tub got infested with meal moths and then they got in the house!

It took us a year to get rid of them, as they can feed off the tiniest amount of seed. I had gotten rid of all the flour, seeds, cereal, anything they could have been eating and they would still show up... The very last of them I finally discovered were eating a tiny container of sesame seeds way in the back of the spice rack!
So now I just buy the small 10 pound bags which fill up my feeders in one trip. Usually get them at Ace, there's a little neighborhood one just around the corner.