Get a good suet feeder (wire basket) and then tell your local meat market to save some raw suet. It is thick and right from the carcass. I saw it into slabs about inch thick and put it out.
NEVER have I had a sparrow on it. I do get:
Flickers, red bellied's, downy's and hairy's with occasional chickadees, nuthatches and of course a starling or two.
Cardinals have never been on it...not once. They devour the oilers and I have had as many as twelve male cardinals sitting around in the plumb tree looking like xmas ornaments waiting for the sun to warm things up.
Jays are messy...will even drive the squirrels off if they can make it to the flat top feeder....which I hang now from a long dog run wire to prevent them from getting there. They are tenacious in their efforts. I have a "sacrificial" pile of corn far from the feeders that does help divert the steady flow of the whole neighborhood of squirrels from taking over.
If you hunt at the farm and fleet they have thistle feeders that require the bird to hang upside down to get seeds...only thing I have found that can also hang upside down to get the thistle which is THE most expensive food, is an occasional house finch.
Then just to round things out there is the odd hawk that flashes thru and startles the doves fooding on the ground and bang into the window which then becomes food for his kind. He is quite efficient at blasting thru and rattling the feast. I do find that he/she prefers doves. Bing, bang...and gone!
