All of the species are great to own, what it comes down to is how much time, money, and patience you have. Larger birds will require much large cages, food is more expensive, toys will need to be replaced much sooner, and how you interact with them will change in numerous ways. Smaller birds are a bit easier to care for since most people are not scared as much about being bit and hurt. Cages are smaller and easier to maintain, toy destruction wont be as bad, and in most cases smaller birds are easier to handle. I have always found a good starter to be a Goffin Cockatoo, or a Quaker (which are not legal in your state). But a big part of that is also personal preference. Give me a little more information about what type of interaction you are looking to have with said companion, price you are looking to work with, and space you have so we can better help to guide you towards what you are looking for. There are plenty of people here with experience of all ranges who can help with almost anything you need.
And.... WELCOME TO THE FORUM!!!