As a parrot owner, hopefully I can help. I have had many birds over the years (cockatiels, lovebird, parakeets, cockatoo), but currently I have two green cheeked conures and an african grey.
If it is your first bird I would say start small, like a cockatiel, parakeet or lovebird. Green cheek conures are a great small parrot too, they are about the size of a cocktiel, but they are a little more work than a one. Know that regardless of what you get, you WILL get bit occasionally. It doesn't mean that the bird is mean or doesn't like you, it's just trying to tell you it isn't comfortable with what is currently going on. With bigger parrots, know that they can inflict bites that need stitches and can break fingers if they are really upset.
Parrots also live a long time compared to other pets, 20 years is about adverage for smaller species, and up to 100 years in macaws and african greys. It definately isn't a commitment you should take lightly.
While they can be great pets, they are also quite a lot of work and can be very expensive to upkeep. Birds need at least and hour a day of personal interaction with you. They need a lot of mental stimulation. Birds that are kept in cages all the time and have little to no interaction quickly develop behavioral problems like constant screaming to self mutilation like feather picking.
Birds need a diet consisting of a high quality pelleted diet (Harrison's, Zoopreen, Roudybush), fresh veggies, some fruits and a small quantity of seeds. Seeds are most healty when they are sprouted first. Seed diets are very high and fat, and a bird with solely a seed based diet won't live long because it will develop fatty liver disease. Also, changing their water and washing the bowl daily is a must because bacteria can build up quickly, especially if your bird likes to dunk or soften his food before eating it. Be prepared to clean food off of the walls and curtains. I don't know how they manage to get flung so far from their cage, but they do.
Also, birds are great chewers. Be careful to watch them when they are out of their cage. Furnature can get chewn, and an electrical cord that is chewed will kill them. You will need to keep a few bird toys in their cage at all times. Wood and leather toys are the best. Plastic is ok, but it can be chewed off and ingested, possibly creating an intestinal blockage, so keep an eye on the toy's shape. Toys won't last, you will need to replace them frequently. I spent $80 on toys last week, and will likely have to do it again within 6 months. I have a toy box that I keep and rotate the toys so they last longer and my boys don't get bored. Small bird toys aren't as expensive as large bird toys, but be aware a good small to med bird toy could run you between $10-15. Cockatiels don't chew quite as much as other birds, so if you have a tight budget, that's the way to go. Also be aware of the chains and link the toys are hung on. Zinc can poison a bird, but it is often used to coat cheaper metals, so know what the chain is made of. I wouldn't recommend buying bird toys at places like Walmart where they seem really cheap. Stick to pet stores (Petsmart, Petco, etc.) or better yet, find a dedicated bird store in your area.
On a related note, never take your bird into a bird or pet store. There are too many very dangerous air borne diseases that your bird can catch. Why risk taking them somewhere where other people have their possibly sick birds too? PBFD is very easily transmitted and is lethal. Google pet bird diseases before you buy your pet.
I would recommend finding a bird vet and taking your new pet to them within 3 days of buying to get a basic exam. It is good to know what is normal for your bird, and to have a vet already established in case of any accidents or sudden illness. Nothing is worse than having an injured pet and not knowing where to take them right away.
Birds can be very loud and noisy. Birds wake up at dawn, and unless you do anything to stop it, they will make sure you are too. It is best to keep them in a room with curtains, and to put a small sheet or blanket over their cage a night to block out any light that might wake them up. I have black out curtains, but most of the time during the summer they are still awake before 8 and start demanding I wake up too and get them breakfast. This isn't as much of a problem if you keep your bird outside of your bedroom. They also have nighttime soothing habits much like a child sucking their thumb to fall asleep. Mango grinds his beak, sometimes for an hour before he drifts off. It isn't a pleasant sound if you are trying to fall asleep too. Most people think its cool when a bird can talk. Mine do. But the problem is getting them to shut up after they do learn to. Be prepared to hear the same thing over and over and over again. Listen to the Chocobo Song posted above about 10 times in a row. Are you ready to hear it another 50? Never act out against your bird, it will likly just make things worse. Birds are smart enough, that if you decide that giving him something to eat to shut him up, he might come to expect a treat everytime he does that action. Our grey took to screaming in the morning because my mom starting giving him something to chew on and quiet him down so she could sleep in a little longer. Bad habits are hard to break once they are learned. Bird need a solid 8-10 hours to sleep too, so be prepared to give him a dark, quiet area to keep his cage at night.
Lastly, poop. Lots and lots of poop. It doesn't smell (for the most part) but it will be everywhere. (Because birds hold their droppings for many hours while they sleep, the first one in the morning will likely be larger and can have a smell to it.) Smaller birds have a quicker digestive time, so don't be surprised when he decides to poop every five minutes when he is out playing. Clean and change their cage paper daily to prevent illness.
I'm not here to discourage you from getting a bird, just to make sure you really know what you are getting into. A bird will give you years of love and entertainment, if you are willing to give them the time and attention they need.
Good Luck!