… Nests built early in the season have entrances situated opposite the prevailing winds to avoid the cool spring air; later nests have entrances facing the wind to take advantage of evaporative cooling.
This is from The Sibley Guide to Bird Life & Behavior edited by Chris Elphick, John B. Dunning, Jr., and David Allen Sibley (2001):
… Nest-building involves the investment of considerable time and energy. An inferior nest can cost a pair their reproductive effort for the entire year if it collapses late in the season under the weight of a full-grown brood. A pair [of the Accipitridae (aka Hawks)] typically works on its nest for several weeks to months, and may spend several hours a day in construction. Both members of the pair build the nest, delivering sticks individually in the feet or beak. If they choose to reuse an old nest, they refurbish it with new sticks and lining. As egg-laying approaches, the male does most of the stick selection and active fetching, while the female carefully shapes the cup.
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… Most species [of woodpeckers] that nest in living trees choose tree species with soft wood, such as aspens. The tree must be wide enough to allow a cavity without breaching the tree’s phloem (the tissue under the bark through which sap flows), which would cause the cavity to partially fill with sap.
Climate affects nest orientation; in cold regions, cavities usually face south and east so they get full sun, whereas in warm climates they usually face north to prevent the eggs and young from overheating. Cavity entrances are never placed on the top of a branch, presumably so they won’t fill with rain water.
Cavity construction typically begins with a horizontal tunnel a few inches long, followed by vertical excavation inside the trunk. Most species prepare a bed of fresh wood chips before they lay their eggs.
… The Red-cockaded Woodpecker, which nests in living pines, spends an average of two years excavating its cavity. This is longer than for most species, and is due to excavating in living trees with relatively hard wood. The birds drill “sap wells” around the tree above and below cavity height, creating a flow of sap that provides protection by trapping some predators and irritating others, such as snakes. If the understory grows as high as the cavity, the woodpeckers abandon the nest, presumably to avoid predation by snakes that might avoid the sap barrier by using shrubs to gain access.
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… Verdin nests are spherical, with an exterior fashioned from thorny twigs, points facing outward, and held tight with spider webs, lichen, leaves, and fur. The interior consists of less formidable twigs, with a central chamber lined with feathers, hair, or fur. There is one side entrance concealed by an overhang. Nests built early in the season have entrances situated opposite the prevailing winds to avoid the cool spring air; later nests have entrances facing the wind to take advantage of evaporative cooling.