Hi everyone! I am new to the forum. I own 1 female sun conure (Merlyn), 1 male jenday conure (Jenday), 1 male sunday conure (mango), and 1 male white-bellied caique (Bowser).
I have had Merlyn and Jenday for 5 years, Mango for 2 (he is the offspring of the former two) and Bowser for 1 year. Mango has to stay separate from his parents due to aggression on both sides. The conures are aggressive to the caique; the caique stays in his own cage.
Since I own both a caique and 3 conures, I figured I could give you some input.

The conures are LOUD. They scream all the time. They scream at wild birds, squirrels, the neighbors when they are outside, each other, you name it, they scream. I love them to death though; I guess I am used to it

They stay in an outdoor cage during the day. In the wild, conures scream to communicate to other members of the flock, especially in the morning and evening. Since I have 3, I guess they have their own little flock. They even scream when my husband comes home from work, and if anyone pulls in to the drive. I call them my "guard-birds". Even just one conure will scream at you, since you are a member of his flock.

The conures are one-person birds. The two parents will only allow me to pick them up, change their food, etc. Mango, the offspring, is partial to my husband and will bite the crap out of me except when he is ready to go to his sleep cage. With strangers, the conures are very reserved, even shy. They are wary of strangers, and will bite if they are pushed too far. They seem to get stressed out when riding in the car or going to the pet store. That being said, I can put my two in the bed with me and they are so loving and playful; they will groom my face and cuddle under my neck. But only with me and not in front of anyone else. Same with Mango and my husband.

Bowser the caique can also be loud. Not as loud as the conures, but he does squawk when is playing in his cage. He stays inside the house. He doesn't care whose hand is there, he will get on it. He makes the funniest and cutest noises most of the time. However, he can bite pretty hard when he starts getting wild and crazy playing. He loves to ride in the car and go places; it doesn't seem to stress him out at all. He plays and cuddles and doesn't care who is watching. He loves going to the pet store and the local elementary school. He is fearless, and can be a little obnoxious at times. But he is definitely more "hands-on" than the conures are.
Hope this helps, I know my experience may not apply tno other people's caiques or conures. They are each different in their own unique way, and each one has its ups and downs. I would recommend a caique, just because they are fearless and playful; also quieter. I also find that the caique makes less mess than the conures.