I think mourning doves like the millet, milo, and cracked corn which are typical filler seeds in inexpensive wild birdseed mixes.
If you put out sunflower, safflower, and peanuts you'll attract woodpeckers, chickadees, titmouses, and nuthatches that probably live in the woods. They take one seed, fly off to varying degrees of cover to eat, then come back for the next one. But Blue Jays will come and fill up their throat pouches -- I once saw one unable to swallow the last one it was so greedy.
They seem to travel in flocks -- maybe adult pair with fledged babies? -- one time there were SEVEN of them all stuffing themselves silly. I had to refill the feeder after they left.
They are/are more in the premium birdseed mixes in the birdseed aisles, but like Gary said, are more reasonably priced at the feed store. Black Oil Sunflower Seeds are referred to as "BOSS" and people feed them to horses. I get them in brown paper bags tied with a piece of rope.