This House Sparrow seemed to have that "What the heck did I do?" look before being chased off by is smaller competitor.
During certain winters I've also enjoyed seeing both White-winged and Red Crossbills in Connecticut but my favorite winter finch sightings was seeing a large flock of Pine Grosbeaks (above photo) in the town of Norfolk a couple of years ago. Dozens of them settled into a crabapple tree and systematically proceeded to extract the seeds from the crabapples. The birds were so colorful and robust looking. I stayed and watched them for almost an hour before they finally flew off to another area.