I love to watch them. They are so busy, and their little social interactions are quite amazing. I did see a squirrel hanging off the roof of the feeder, stealing seeds. But I have not seen him since.
Ben and Dixie do not share my love of birds. The are pretty much oblivious to the feathered creatures. I can only think of once or twice that they have propped their feet on the window sill and stared outward. Ben will watch out the window if someone is walking along the street. To be sure they don't suddenly decide to attack the house, he will give a soft woof-- rather under his breath. This works because Dixie then takes up the cause and comes barreling through the house at top speed, barking ferociously enough to keep the zombie apocalypse at bay. It works, for we have not seen zombies here.
She can get sidetracked by window-watching while playing, and I will sometimes find a toy on the windowsill where she placed it in order to concentrate on whatever is going on outside.
(An aside: It is hilarious watching her play with her toys. She can entertain herself, and comes up with interesting games. Her favorite new inside toy is a plastic juice bottle in a sock. It works great to keep her from chewing pieces off the plastic, but still gives that lovely, crunchy sound.)
Really, the only downside from her interest in things outside, is the occasional muddy footprints on the white window sill...