Depending on which feed store we go to (three to chose from) and what is on sale, we have fed Payback, Purina, Nutrena and Beaver (which is the local off-brand). I have heard different opinions on the merits of feeding animal protein or soy protein. Some people love it, other folks are opposed to it. Our birds don't seem to care much. We were looking into the option of getting a batch of feed milled for us locally. However, we have been using more and more of the locally grown whole grains, (Wheat and oats, mostly) and our need for milled feed is decreasing. We might switch to mixed whole grains in one feeder, and a vitamin supplement on the side, and do away with milled feed altogether. I'm planting some millet, buckwheat, field peas and mixed brassicas that we will drag the tractor over, and we'll keep buying wheat and oats. Not sure what to do about corn. Just keep buying it from the feed store, for the time being.
One thing I learned: don't mix whole grains in with the milled pellets! The birds prefer the grains so much, they will root through the feeder to get them, and spill huge quantities of milled feed on the ground.