There are many varieties of Jays found in the United States and Canada. The most common is the Blue Jay found year-round in the mid and eastern parts. The Scrub Jays and Stellar Jays are only found in the western US and Canada.
Jays, in general, are fond of whole peanuts in the shell, black oil and hulled sunflower seeds, shelled peanuts, and tree nuts. They will also eat millet and corn products. They will visit any feeder, flying in and quickly extracting their food of choice and stashing it away for a later feast. Another favorite food of theirs is acorns and they are credited with helping to plant oak trees.
Thank you to The Macaulay Library at the Cornell Lab of Orthinology, Ithaca, New York who provided the picture and audio.