Squirrels VS Birds at the Feeder

Our backyard, like countless others, is a battleground over birdseed. The Humane Society says that "no mammal is as competent at achieving his goal--ready to defy every design, every device, and every technology intended to keep him from consuming" seeds meant for birds.
I believe it. My squirrel is acrobatic, fearless, and rapacious. He hangs by his toes to reach the last seeds in the feeder, which was full only 24 hours earlier.

One morning he stood on my kitchen window sill and watched me make breakfast. I think he had his eye on our pancakes.

He balances easily on a swinging bird feeder until I see him, oblivious to onlookers. He scampers away when I yell at him, wave a broom at him, or throw cold water in his direction, only to return in minutes.

A customer in the local hardware store overheard me asking for something to discourage him. He suggested lead. 
"To mix with the birdseed?"
"No, to put in a shotgun."
Don't worry, I won't do that. I have decided to add cayenne pepper to the seeds. The Humane Society says it won't hurt the birds. That's the plan.