Yes, I have starlings under the gutter above my bedroom. They nest there every spring but this year have decided to take up permanent residency. They do make a racket in the morning, it sounds as though they are clog dancing.
We always used to get swallows nesting under the eaves. Next door used to have them too and the hard nosed B used to push a broom handle out of her windows and knock them off, chicks and all.