I've had mixed results with "thistle" seed - some batches get eaten fairly quickly, while others just sit in the feeder until I dump them. I suspect it's a matter of how long they sit in storage before getting sold.
Goldfinches prefer it, but I've also had Purple Finches and Juncos on the feeder fairly regularly. House Sparrows, perhaps surprisingly, will eat it, but they prefer seed they can shovel out onto the ground.
Sometimes mesh bags work OK, but I generally find that the doll yankees style tube feeders with slits works really well. The disadvantage is that if the seed gets moldy, you can just throw a mesh bag away, but the feeder needs to be cleaned thoroughly.
I would recommend that the seed be changed at least once a week, more recently if it's not getting any action.
I've dumped it on the ground, but that's not so great if you don't want mouse invasions. Now I just add it to the compost bin.
Incidentally, I was fascinated to see that Goldfinches absolutely love sunflower heads. They'll hang upside-down, picking the seeds out very neatly, then open the seeds and eat the hearts using the "top" of the head as a feeding platform. We now grow sunflowers every year, mainly for that.