Hi! Budgies are awesome little parrots! We have an aviary with rescue budgies that seem to prefer being with each other. They have all become comfortable to eat out of our hands, but they aren't exactly "cuddle" birds

However, we recently adopted a hand-fed, hand-raised budgie that might as well be a little Conure! She's sweet, sassy, moody, lovey, hangs on my husband's shoulder til she HAS to go to bed LOL! She snuggles with us too when we're watching TV. If you are looking for a bird to bond with, I'd recommend a hand-fed hand-raised budgie. It would take a ton of time and work to try taming a budgie to that point if it wasn't raised that way, but it might be possible. Sometimes they are just more comfortable being with fellow budgie friends. If you're looking for budgies that enjoy other budgies and you enjoy watching them do their budgie thing, then hand-fed/hand-tame isn't probably necessary. But if you want a bird that is a little more bonded to you yet still pretty independent to play with its toys and such, then I would definitely recommend hand-fed and hand-raised.
For toys, our budgies (and all our birds) LOVE LOVE LOVE bird kabobs! They have various styles or also pieces you can buy to build yourself. I am addicted to Amazon, Dr's Foster and Smith, and CA Bird Nerd! Any type of natural shreddable toy is great for them. Beware of cheap, toxic toys that have unsafe metals or plastics. I find the shreddable toys are much better and safer.
For cages, I HIGHLY recommend HQ cages. I am pleasantly pleased with their quality of powder coating and cage structure. Instructions completely suck, but you could figure it out I'm sure

Trust me, they are worth it! I usually get mine on Amazon or Dr's Foster and Smith. Haven't had any issues with them and they're easy to clean too. Very high quality. I've researched the company's safety testing and I am confident they are a good company. For budgies, I would recommend this one (they have different color options, I like the brass, aka sandstone or tan and also the bar spacing is perfect for budgies and hard to find in a large cage like this): [ame="http://www.amazon.com/Flight-Multi-Purpose-Aviary-Stand/dp/B002UTZ040?ie=UTF8&keywords=hq%20flight%20cage&qid=1459565200&ref_=sr_1_1&sr=8-1"]Amazon.com : HQ Flight Cage, Multi Purpose Aviary with Cart Stand, Black, 1 Per Box : Parrot Cage : Pet Supplies[/ame]
If you don't have room for that one, I would recommend any other HQ brand cage that you like, as long as the bar spacing is 1/2 inch or smaller.
Good luck, please keep us posted!