I'm trying to decide between birds myself. I was thinking about a conure, but from what I've seen with friends' conures, there is a huge potential to be VERY loud. So you probably want to consider what noise level you are comfortable with.
I've found that conures seem to be more attention needy than parakeets or cockatiels as well. The conures I've bird watched expect a few hours of out of cage time and interaction every single day. My cockatiels have all been just fine entertaining themselves for a day or so if I was busy working my dog or feeling bad.
I think I'm going to end up going with a cockatiel myself. If I get another big parrot, I'm going to wait until I have the means to take care of an african grey.