I agree with David on the whole seed thing. In my opinion, cockatiels and budgies NEED to have at least some seed in their diet. They've evolved to eat primarily grass seed, wild millet, wild grains, etc., and to eliminate seed from their diet often causes psychological, behavioural, and digestive problems in my experience. Although the seed we provide them with in captivity is far different in terms of nutrition from what they'd eat in the wild, they still need to eat at least a small amount everyday. Many would disagree, but if you saw what my budgies are like when they've gone without seed for too long, then I introduce it to them, you'd probably agree with me. You should see the look of absolute desperation when they all rush over to the seed, and they won't quit eating it until they're stuffed.
You can think of it like with pandas. Bamboo has almost no nutrition, yet zoos still feed it to them. And finding a bamboo supplier isn't cheap or easy. You'd think you could just give them an alternative, however, the pandas would quickly begin displaying behavioural problems, develop digestive problems, and would be distressed. Carnivores in zoos pace because they don't have the opportunity to hunt, and herbivores do weird things with their mouths because they are given concentrated foods (kibble, pellets, highly nutritious veggies) rather than being allowed to graze or browse.
For animals, you can't just think about food in terms of taste or nutrition—no, you have to think about what the food means to them in terms of natural history and behaviour. Large carnivores spend the majority of their time sleeping, and only hunt once in a while. For them, they need to engage in hunting behaviour (for a cheetah in captivity, that can be chasing a hunk of meat on a pulley; for a captive polar bear, that can be waiting for bubbles to appear at an artificial hole in the "ice", then smashing their "prey" against the "ice" to simulate bashing open a seal's head that has surfaced to breathe). For small carnivores like aye-ayes and shrews, providing live food (mealworms, crickets, etc.) in foraging devices is important to keep them active and engaged, as small predators are constantly searching for high energy foods. For large herbivores, they should be allowed to graze for extended periods of time on large quantities of high-fibre, low nutrition plant matter, otherwise they're bored out of their minds. Small herbivores need to be provided with high energy plant matter that has been put in foraging devices and hidden throughout their enclosure.
Right, kind of got off topic. For parrots such as budgies and cockatiels, seed should definitely make up at least some of their diet. By no means should it make up their entire diet, though. Putting a bit of it in food grade cardboard boxes for them to tear open is a good idea, as is stuffing it in a clean pill container with holes drilled in it. And even better, using seed as a reward during training is more than an adequate substitute for flying vast distances in the wild in search of seed during droughts. For small animals (herbivores, omnivores, carnivores), it's about the search for these high value foods, not necessarily the consumption, that makes them happy. Still, make sure they get an adequate amount of seed.