I put little bits (like teeny) of cotton batting in our lilac trees last Spring, and the blue tits and great tits went mad for it. I pulled it apart a bit for them so's they could see how good it was!! I also put the combings from my Yorkies on the same twigs, and they love to collect that as well.
The birds are very cheeky though, I've seen them tugging at threads on towels on the line too.