Glad to hear your new fid is adjusting well.
What I generally do with a new bird is allow them to adjust for a few days, but leave the cage door open (when there are no 'escape' threats - ie, open window, open door etc). Eventually, they come out and will likely fly over to you. But there are so many effective ways in taming your bird in the beginning. There isn't really only one 'right way' to do it. But if you are practicing patience, then your in the right vicinity. You don't want to push them or scare them.
The fact that he is not biting very hard is a good sign. I don't think it's going to take a LOT of effort for you given how well he is already doing, IMO.
As for the biting - birds do bite. There is no 'stopping them' from biting. Certain bites are normal. It's the hard 'breaking skin, drawing blood' bites that are not normal, that should be discouraged. But the best way to discourage it is to find out why they're doing it.
I know that when I put my hand in Skittles cage, he will reach for my hand with his beak, he doesn't bite me though. He just grabs my finger with his beak until he is safely on it. That's normal. They use their beak to "test" surfaces etc for safety.
I do know that when birds do something they aren't supposed to do that 'distracting' is more effective than reprimands when it comes to doing things they do naturally that you don't want them doing (ie, chewing certain things). The 'distraction technique' also works in discouraging certain 'mating behaviors'. The distraction noise I use is I 'clap' my hands or snap my fingers. That gets his attention.
As for what works/doesn't work - this is an individual bird thing. For some, saying "no" works, others it doesn't, etc. For me, the firm "no" works great with Skittles. If he is doing something he is not supposed to do I look at him and say "Hey, NO!, then I point my finger to where I want him to go and say "over there, go". He obeys me 95% of the time. That's what works for me. It may or may not work for you.
I found the most effective methods by observing Skittles behavior and finding what he does and doesn't respond to and going with that. That, IMO, is the most effective way of doing it.
As for the sneezing - this is often an 'attention getting' behavior by a conure. Skittles will do it a LOT when he is being petted or scratched. The key to this is the sneeze. If it's just 'air' coming out then chances are that's what it is if it's often. If there is any discharge (on a regular basis), then a vet visit is warranted. They will clear their nasal passages every so often (like we do) and clear discharge 'may' come out from time to time. But it should not be a repetitive thing on a regular basis.
Birds love to preen themselves, be preened and get scratches, that's totally normal. So is the feather chewing. Skittles does that after he discards a large feather, he will chew up the tail end of it.
As for the clipping - this is your bird, so it's your decision. But I personally like to discourage wing-clipping unless there is a routine safety hazard. (Ie, greater chance of escape etc). I just thought I'd throw that in.
Hope I've been able to help!
He's still nervous though, doesn't like too much touching yet. He's beautiful. I was hoping some people here would have some tips and tricks to help me with my first bird! His name is Skittles 
