Ensure it's not completely behavioural as well - could it be any environmental or food factors that are causing the screaming? Make sure it's not health related first.
Is he on an all seed diet? Or is he getting organic pellets? Also - do you feed him fruit and veggies?
Does he play with the toys? It's all fair and good to have a multitude of toys, but if your bird doesn't play with them, then it may not be enough. Find out which toys he responds to. When you have him out, play with him and the toys. My budgies don't like toys themselves, but love anything natural. (Australian Native tree branches, bottlebrush flowers, gum nuts, etc) So for them, their cage is designed to be filled with all natural items, and I have to make a conscious effort to purchase "natural" looking items. (The plastic colourful toys get shunned.... )
As RescueMe has stated, get some play perches or play stands. Something like this may work:
http://www.myparrotshop.com/playstands/out-n-about-medium/prod_712.html It's small enough to carry around with you for where ever you are doing work, and you can hang more toys off it.
I'm getting one of these stands for my budgies myself - there are colourful versions of the playstands, but as I said - mine don't respond to and/or like them. >_>
Does he talk? Encourage him to talk with you rather than scream at you for attention. Have a look at the video below. This bird LOVES to talk - to the point where he talks so much that he bothers the other birds so is left to talk with his toys. *laughs* (The owner mentioned this on their website)
[ame=http://www.youtube.com/watch?v=UNEZgOV5jjc]Marnie having fun - YouTube[/ame]
You could even put on videos for him. Whether it be of other birds, or some kids shows. Your bird may show an interest in the videos. A friend of ours has a TV in their birdroom and they put on movies for their birds while they are out during the day. (Apparently Finding Nemo is a favourite

)
For flight, have you thought of recall training? Start training with some little behaviours (maybe with a clicker) first to get him used to the training idea, then practice small recalls. That way, if he likes to fly, you can move around the house and call out to him to come and find you.
Be careful for how long you wait for when you go to grab him after the screaming stops. If you take too long, he may not associate "stopping screaming" with "out of cage time".
A good book to read is "The Parrot Problem Solver" - there is some good information and tips in there with screaming birds, so may be worth looking at.
Good luck!