Techniques may differ a bit based on why they are there, which also may impact how much damage you could experience (and how far you may need to go to protect your house).
Nesting or roosting---cavity nesting or roosting birds can be looking for an existing hole to nest/roost in (secondary cavity nesters) or looking for soft/rotting/excavatable wood to make a cavity in (primary cavity nesters--many woodpeckers are in this category). *High potential for damage.
Foraging---searching for insects to eat. If present, damage could be wider spread but mostly superficial (lots of small holes spread out, versus a large cavity as above).
Mate attraction---drumming during breeding season can begin in spring to attract mates, and can be extremely loud and intrusive. Less potential for damage, other than your sanity.
In all cases, starting as soon as possible to discourage the damage or annoyance is advisable.
Some advice from a highly reputable source: