Depends on the bird, if he is a chewer, many are very dangerous!
My JoJo won't use anything. Bongo, on the other hand, loves them! But he is a major chewer and shreds those happy huts within a week! So, for the past six months he has gone without and we have been trying many different types of safe huts and so far he does not like any of them! Some birds are known to get a bit weird over huts. Here is a good thread on the subject! http://www.parrotforums.com/conures/65759-no-sleep-hut.html
Also just remembered this. http://www.parrotforums.com/questions-answers/61010-your-favorite-bird-bed.html
Chasca isn't a conure, but she's the same size and similar mindset.
I just went to the rodent section and got a "Grass Mat", using some clips I folded it into an 'L' shape using the cage as a wall to form a cozy 'U' shape.
This is her spot. She loves her spot. She sleeps in her spot. When she's tired and wants to tell you so, she sits in her spot and mumbles to herself.