That's tough. Why don't you tell us a bit about what youa re feeding and how your feeders are located. We might have some suggests that might help.
As far as food, I'm currently providing suet with seed and nuts, as it seems to be the woodpecker favorite at the moment. There's a pair of downys and a pair of hairys who visit almost daily. For seed I'm using a store-bought mix, but I added extra hulled sunflower and some nijer, as the goldfinches really liked that particular feeder and high winds kept knocking down the "finch sock" we had hanging off the side of the shed.
I only have one seed feeder out at the moment; the other one is not snow-proof, unfortunately, so I took it down until spring.
As far as feeder location, it is somewhat in the open out of necessity. I had a huge problem with squirrels getting into, emptying, and even destroying the feeders, so I had to squirrel-proof them. So far not a single one has managed to get past the current defenses.
Part of that means it's a minimum of eight feet away from anything a squirrel could jump onto it from. However, I also made sure that the wind is at least partially blocked - the feeder is between the shed and the house (there's less than thirty feet of open space between them). The very tall pine trees surrounding both ours and most neighbor's yards are fairly dense, so they help with that.
As far as cover, there's not much I can do about that right now. Our property is small and the feeder is almost on the border between us and the next yard. There is one very happy but young holly at the corner of the shed. This is only my second year trying my hand at bird gardening, but that holly is the first thing I placed for exactly that reason. There is also one large pine behind the shed, and half of one next to it.
Part of the problem I'm having is simply because it's not my house (I live with my mom and her fiance), so I'm playing by their rules. My mom's always been supportive and very in-favor of bird gardening, but her fiance hasn't yet been converted, though he does humor us most of the time. It wasn't until the squirrels completely destroyed one feeder and pulled down the other two that he agreed to put the feeder out in the yard.
If I put the feeders back on the shed, which would block most of the wind, it would take less than a day for the squirrels to get into them. I thought about moving the entire feeder setup to the side yard, but with the ground frozen and covered in snow, that's a definite no-go.
I do find it strange that the downy woodpeckers, which aren't much larger (or in a few cases smaller) than the average bird I observed during the summer, will come to the suet almost daily with no problems, but the other birds will not come to the feeder at all.
I have seen a few smaller birds on the far side of the neighbor's yard, up in the top of one particular tall pine, but they never come any closer than that. I can't identify them at that range even with binoculars, but based on their flight patterns I'm fairly sure it's the goldfinch flock we had all summer.
Editing to Add:
Today at the feeder:
The pair of downy woodpeckers - they're spending lots of time in the general area lately. I might look for a nestbox for them on the weekend. I didn't see many woodpeckers when I was younger, so it's a real treat to have such a cute pair spending their time on our feeder.
Hairy woodpecker - The female again. I see her more often than the male.
Crows - Just hanging out in the trees, not actually feeding.
Black-capped chickadee - Finally, something besides the woodpeckers! Alas, it wasn't in our yard though. It was flitting about in someone else's trees. Mostly chance that I even saw it, since it happened to catch my eye while I was watching the downys. Just one, which I thought was a bit odd. With any luck it'll get bolder with the (slowly) warming temperatures and start visiting again.
~DragonHeart~