Finefeatherfriend, Thank you for doing your homework and welcome to this board. To answer your questions, Is it safe to keep a GW around smaller birds?, I would say no, Even if the GW is simply playing with a smaller bird, their beaks are very strong and could very easy hurt a smaller to medium size bird.
Stainlees steel cages are great and easier to clean however powder coated cages are just fine. I would advise you on the brand King Cages as they are made very well, they are made with bird safe powder coating. I would stay away from cages that are imported from asia countries as they are not bird safe but are cheap in price. King cages run approx $1000.00 to $1500.00. The larger the cage the better.
Are GW a one person bird? My GW is a one person bird although I tried everything I could to get him to go to others by joining a Bird club trying to keep him social but this did not work for him. I do know many GW who go to lots of people but I would say it is really up to the GW. In my opinion, I believe that some GW and HY Macaws form much stronger bonds with their owners then other Macaws and this could be the reason why they select one person over another. The Bond I have with my GW is truely unbelievable. I have never owned a pet that I feel truly loves me and yearns to be with me.
Making bird toys is the most cost effective way and most Macaws are chewers and this is a great thing as it helps with overgrown beaks. Their beaks are like our fingernails, they keep growing.
You really have to be careful in selectiong wood to use to make bird toys, you cannot use wood that has been treated, some wood is deadly to Macaws. There are lists of bird safe untreated woods and you can find them on google or perhaps one of the members here can give you the breakdown. It is safer to purchase wood toys either online or your local petstore. Again buy American made bird safe toys.
You did not ask this questions but it is very important to know or perhaps you already did your homework and know the answer to this question, do you a have an Aviary Vet near you or do you know a good avairy vet in your area before bringing home a Macaw, the reason I ask is this, most Vets out there are not trained in the health, care, and how to handle a Macaw so please locate one before bringing them home. Your macaw when it's time to bring home a Macaw must have a complete blood tests, after your Macaw learns to fly, you have to decide if it is best to clip their wings or leave them flighted. There are many opinions on this subject. I choose to clip. If you need more details on this just ask and I will give you my opinion on this subject. You will also need to clip their nails, you have to be careful not to clip so far back that their nails bleed.
You stated that you were able to hold a GW before, I would advise you prior to bringing home any Macaw, to hold them a lot and really get the chance to learn their body language, this is key to keep the Macaw healthy and prevent a nasty bite. Visit your Macaw as they wean to let them get the chance to know you prior to bringing them home, this will help the Macaw adjust a little easier.
When you are ready for a Macaw to join your Family, You will have a blast with these amazing animals. They are truely like no other animal you will ever have. They live a very long time so make sure they are in your Will as they will most likely out live you. Best of luck to you and again thank you for doing your homework. Joe