I'm glad that you're doing all this research BEFORE you get a bird! That's rare, lol...
There are several brands of pellets that are very nutritious, I have fed Zupreem Natural for years and my birds have Wellness Exams once a year with a CAV, and their blood work/feathers/etc. are always great. The "Natural" pellets are usually going to be a lot more nutritious than the Fruit or Veggie pellets, as the latter contains a lot more sugar and artificial flavoring. Also, both Roudybush and Harrison's are very good if we're talking about the "natural" ones, and another newer pellet brand that is getting great reviews is the Tropican brand. They make a natural "Granules" diet that is available in several sizes, one of which is meant for Conures. If you go the Harrison's route, yes you want the "fine" pellets, as the "course" are too big for a Green Cheek Conure to handle, they end up holding them in their feet and chomping on them a bit at a time, losing most of the pellets...
There is a great Harrison's feeding and CONVERSION GUIDE that I don't have the link to, but Gail always posts and I'm sure she'll be by to post it soon. Depending on the breeder you get your weaned baby from, he/she will be used to eating whatever their breeder weans them onto, usually that's seeds unfortunately, because they're cheaper. So this CONVERSION GUIDE that I'm talking about gives you step by step directions on how to switch your bird over from their main or only "staple" food being seeds to the pellets.
While a "natural" pellet should be the main "staple" part of their diet, the key to good health in a parrot is giving them a VARIED DIET, just as they get in the wild. So in-addition to a natural pellet, you should also choose a fortified, VARIED seed -mix that does not contain sunflower seeds as a daily supplement to the pellets. I use both the SunSeed VitaPrima and the Tropimix seed-mixes, as they are both very diverse in what they contain, and there are no sunflower seeds in either of them.
Your bird should also get fresh veggies every day, and it may take you a while to find out what fresh veggies he/she likes, as well as how they like them cut (shape and size of the pieces)...never give avocado or any onions, as they are toxic to birds. Pretty much any other veggies, as long as they are fresh (never canned), are great for your bird. My bird's favorite fresh veggies include green beans, pea pods, broccoli, bell peppers (all colors), any of the squash but particularly the butternut squash, carrots (sparingly), and my Senegal Parrot loves cauliflower, why I don't know but he would eat an entire head of cauliflower if I let him. He also like eggplant. They usually also like the dark, leafy greens like Kale, Chard, and the "Greens" (collards, mustard, turnip, dandelion)...avoid any of the "iceberg" lettuce or similar varieties, as they are nothing but water and give no nutritional value.
As far as fresh fruit goes (again, never canned), you do want to give your bird fresh fruit, but sparingly, as fruit contains a very high content of natural sugar. Birds generally love pretty much all fresh fruit because it's sweet, so you have to limit the amount of fruit that you give them. Never give your bird any Citrus fruit. Other than the Citrus fruits, pretty much any fruit is okay for a bird, apples are usually a favorite, along with strawberries, grapes (seedless), blueberries, raspberries, blackberries, any of the melons,..bananas in very small quantities and very infrequently.
You'll find a lot of great "CHOP" recipes in the Diet forum here, and you'll find that making large batches of chop, putting a daily serving in small, plastic, zip-lock baggies, and then freezing them is the easiest way to make and store Chops. I make a huge batch each Sunday or even every other Sunday, separate and bag daily amounts for all my birds in one bag, and then each night I take out a bag and put it in the fridge so that in the morning it's thawed and ready to go. Adding a small bit of fruit to the chops that you make, like a couple bits of apple (even if it's a veggie-chop) will add a bit of sweetness to them and that usually gets the birds interested. ****Again, depending on whether the breeder of the bird you get gives veggies and fruit as a part of their weaning-process will determine how readily your bird will eat fresh veggies and fruit (usually fruit isn't an issue because of the sugar).
****I recommend saving all nuts and "junk" seeds, such as sunflower seeds, as either training-rewards or special treats only. Once you find out what your bird's favorite treat is, such as Pine Nuts (they usually go nuts for Pine Nuts) or Sunflower Seeds, etc., whatever that treat is, that's the treat you use for training and behavioral issue correction, and then you must stick to that and ONLY use that favorite treat for that specific purpose and never at any other time.
Other members will be along to give their input, and hopefully Gail will post her "Harrison's Conversion Guide" link, as it's priceless information, especially if you end-up with a baby that was weaned onto only seeds...
Please feel free to ask any and all questions that you may have at any time, NO QUESTION IS A BAD OR DUMB QUESTION!!!
WELCOME TO THE JUNGLE!!!