I adore my jays. I switched feeding strategies in my backyard to a trough-style feeder to make extra room for the little birds and prevent the Jays from bullying everyone else out.
One cool thing I've noticed is the Jays acting like a (very loud) lookout alarm for all the other species. The Jays scream, and everyone runs away and hides. I've seen it when the hawk comes poking around, and once when a cat found its way onto my deck.
Creepy freakazoid under cute floofy camouflage? Yep, that checks out