It eventually comes down to availability and level or care.
Take you local petco or petsmart, they will have parakeets budgies, cockatiels and conures. Conures being the top of the list. An independent seller will have what I consider exotics which is anything a mass chain store doesn't sell.
Consider the logistics, the chain store sell birds that are hardy, easy to feed, they are fine with pellets or seeds, and generally good natured. Some exotic birds require specialized diets, so only independent stores or breeders sell them.
The reason I bring this up is you need to consider the resources in your area and what you can provide. ANY PARROT from a parakeet to a rainbow mackaw has the potential to be smart beautiful brave and a lifelong companion. It's more about what you can provide for the parrot....can you handle whatever type of diet, or whatever type of time, do you have an avian vet in the area, does the avian vet do walk ins or on call service.
I Know I can't deal with an exotic bird, my conure and I get along fine but if I had anything more specialized it would be a challenging. So many birds end up being put up for adoption because the owner wasn't ready, I just want you to make good choices.