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Flocks that large are often starlings, I agree.  But -- doesn't the length of the tail rule out starling (in the first photo, at least) in this case?

Re: something Matt said -- they are, without a doubt, the worst nest builders in the world.  How those nests ever stay together long enough to handle all the young and all the flying in and out, I'll never know.

I've always looked at them as a little dim-witted, though I don't know if that's actually true or not.  I agree with what you say -- they don't scatter when the other birds do, they're big enough that they don't let the blue jays push them around, etc.  However, I had a time where a hawk landed in the tree above the feeder; all the birds ...

I've only seen waxwings in singe species flocks as well.   Aren't starlings mimics?  So both sounds you heard could have been coming from that flock. 

Kryptos18:The second one is definitely a Red-tailed Hawk, but the first one might be a Rough-legged Hawk, can't be sure from the pic. Yeah, that would fit better than red-shouldered, now that I think about it.  I knew there was something bugging me about red-shouldered... 

The second one is definitely a red-tailed.  My first impression of the first one is a red-shouldered hawk.

No, they're really not afraid.  I've been out filling up my feeder before and a red-breasted nuthatch landed on the other side of the feeder and watched me.  They're really quite bold -- thankfully, this allows for some great pictures!

Yep.

Female downy.

This is probably way off, but how about a Carolina wren?