What is "Chasidah"?
Rashi: It is a stork.
Why does it say "Chasidah ba'Shamayim"?
Radak: It makes it nest in settled areas in high towers, and in the Midbar on tall trees - "Chasidah Beroshim Beisah" (Tehilim 104:17). Ba'Shamayim is high in the air, like "Gedolos u'Vetzuros ba'Shamayim" (Devarim 9:1); "Derech Eretz Nesher ba'Shamayim" (Mishlei 30:19). The Chasidah dwells in the cold winter in one place, and in the hot summer, elsewhere. It does not change its custom. My nation changes Mishpat Hashem, which they would know via intellect if they wanted, and their fathers were raised with it - they do not want to continue it!
What are "Mo'adeha"?
Rashi: They are the times to go to islands due to the cold, and the time to return.
What do we learn from the birds?
Radak: Even birds, which do not have intellect, they know to distance from harm and come close to good. They guard their custom (when they migrate) that they were raised in. My nation has intellect, and they do not know Hashem's Mishpat! They should have known from intellect to guard it like teachers of Torah taught them and they received from their fathers, generation after generation. This is like "Yada Shor Konehu va'Chamor Evus Be'alav" (Yeshayah 1:3). Also Tur, Sis and Agur guard their times of migration, and do not change customs of how they make their nests. My nation is unlike them!
Malbim: My nation is worse than animate beings. Migrating birds sense the time of winter and snow, when they will not find shelter and food, and distance themselves to warm lands, and do not return until spring. My nation does not understand the evil that Hashem will bring on them before it comes, and to abandon their evil way before the day of judgment comes!
What are "Sur", "Sis" and "Agur"?
Targum Yonasan: Shafnina, Kurchaya and Senunisa. Rashi - the latter two are a crane and swallow. Radak - we find that Reish Lakish screamed like a Keruchiya (Kidushin 44a). The Nesher (eagle - refer to Mishlei 30:17:3:1**) fears the Senunisa (Shabbos 77b, lest it enter under its wing).
Radak citing Rav Hai Gaon: Agur is a wild bird - Kataf is Arabic, and Rundina on old French.
Radak: Some say that it is a parrot.
What is the meaning of "Shamru"?
Rashi: They waited.