I like everything Logan said but wanted to add to it.

As far as "step down" it's not as natural for a cockatiel as "step up". To get your bird to step off your finger simply place him in front of his perch (or wherever you want him to go), only a bit lower than the perch and he will step up the same as he would have if it were your finger. (I hope that made sense.)

Male vs. Female- I too find that females are usually much more quiet then males are. I personally like the noisy males, but you may not. Also males are more likely to talk and whistle. The major downside with females is even a female who has not mated with a male can lay an egg (it of corse would not be fertile). The problem with that is that they can become egg bound (wether the egg is fertile or not) , which often results in death.