Centre spot focus and AI Servo mode will, in most cases, give you the best focus response speed. I'm not sure if the 350D allows you to set it but I use a custom function that allows the AE lock button on the rear of my canera to be used to stop the AF working (some people set it so it starts the AF, personal preference I guess). This option allows me to focus on the eye, stop the focus, recompose and take the image.
Quoting aperture values is not in my opinion the right way to advise someone as they tend to use them without thinking about the situation. To increase depth of field increase the f-number to decrease depth of field decrease the number. For a static perched bird, think about the background; is it very distracting?, too bright/too dark?, twigs coming out the birds head etc etc. This will help you select the appropriate f-stop for the shot.
Rather than just set an iso value of 400, assess the aperture and the shutter speed you want to use and then use the lowest iso value you can. Good in-flight shots can be obtained from as slow as 1/15 second but typically you should be looking at at least 1/500 second, shooting with the aperture fairly open, again put the focus on the eye/head of the bird. Shooting against a sky will seriously fool the metering on the camera and you will need to compensate for the error by increasing the exposure by a stop or more.
All of the above is just guidance, ignore any or all of the advice IF you get the image you want
