Bird feeders are immoral. They promote changes in birds' natural behavior such as changing dietary, migration and nesting habits, put birds at risk for contracting and spreading diseases, and it's hypocritical to say interacting with wildlife in such a way is wrong except when it comes to birds.
I've been considering buying a bird feeder to amuse my cats, but you're right. I'd never considered it. I feel very strongly about not feeding wild animals when I hike, and from a bird's perspective a feeder is the same thing.
Maybe find which flowering plants attract the most hummingbirds and butterflies in your area and plant them under the window. Entertaining and beautiful. Recommended species by state: http://www.wildflower.org/collections/ It is more work though.
To be fair, it's been a part of our culture for all these years so it's something that's normal for nature lovers to want. Also, on the scale of things, it's probably a lot less damaging than say purposely keeping your trash cans open so the raccoons can feast whenever they want. So I'm not gonna disparage anyone who owns one or wants to own one. But on the other hand, we used to promote feeding wildlife at our national parks and over time we learned how unhealthy that was. So, I mean, we have to at least appreciate the fact that communal feeders can have a negative impact on birds.
Where I live in Canada, it is generally seen as a non-invasive practice to have bird feeders out for the winter. Pickings can often be slim, but we need the birds to survive so that they can play an active part in the ecosystem come spring. Not everyone does it, just some people - most people don't want to waste the cash on the feed, and you have to make sure you get the right stuff so that it's good for the birds and also not going to sprout some weird invasive species.
Feeding wild animals in general is malicious. There are people out here that feed deer in order to develop populations on their property so that when hunting season comes around they do not have to leave land they own. In Kentucky if you own 20ish acres you can take as many antlerless deer. It's good that they are culling some of the population but it is one of those things that just comes off as cheating.