I bought a no-name brand cage at the local bird fair. Saved about 25%. It has been great. No regrets. The cage is the second most important piece of furniture. Don't blow all your money on it. The most important piece of furniture will cost a few bills, but will not be as expensive as the cage.
Get the largest cage you can find. Remember that depth is just as important as width. Both are more important than height because the bird will want to stay in the top part of the cage most of the time anyway. My cage is about 48X32X72. I wish it was 48X48X72 instead.
Make sure it is designed for Macaws. It should have 5mm thick bars which are spaced about an inch apart. I got a powder coated iron cage because stainless steel was too expensive. I also don't think a SS cage is very attractive as an indoors piece of furniture.
I like the cage to have a seed guard. Some people do not. Cleaning would be easier without it and the bruises on my shins might eventually go away. But I like the way it keeps the mess from spreading away from the cage.
Place the cage somewhere you can clean all around and beneath without too much difficulty. Put it on a tile or wood floor. Mine is on a carpeted floor and I hate it.
I'm assuming you'll let your bird out of the cage during the day. Make sure the cage is far enough from nearby walls so your bird cannot reach anything hanging on the wall, or if in front of a window, far enough away so the bird cannot climb from the cage to the window sill. The bird will turn your window frame into splinters before you know it. I have about two feet between my cage and the walls/window.
Now for a less than dainty topic--cleaning. Make sure your cage is designed and situated so you can clean it without a lot of fuss. I also recommend you get a grey or light brown colored cage. My black cage shows the feecies too easily. It makes it harder to keep clean looking (I told you this wasn't the dainty part).
Save money on the cage, so you can afford the most important piece of furniture your bird will want--a playground. I bought the biggest I could find on Amazon. It is about 48X24X72. The narrower width is not a problem because the playground has no sides for the bird's tail feathers to brush up against. My bird spends 10X more time on the playground than she does the cage. BTW, I positioned my playground right next to the cage so she can go back and forth. The food is in the cage. I have toys in both, but she prefers toys to be on the playground. Here's the one I got: [ame="http://www.amazon.com/Super-Pet-Activity-Center-Playground/dp/B000TZ1XCU/ref=sr_1_3?ie=UTF8&qid=1337131333&sr=8-3"]Amazon.com: Super Pet EZ Care Activity Center Playground for Medium and Large Birds: Pet Supplies[/ame]
BTW, also get a coiled springy rope. Marty loves her's. I have one inside the cage for at night or when she's been bad (and I have to lock her up for five minutes), and another hanging from the draw bridge.