I really like Cockatiels and Parakeets (budgies) for starter birds. They both need lots of interaction from you if you want to handle them. I would start out with one, if you have time to hang out with a bird. A hand-raised birds is great if you can find one. It will already be tame, finger-trained, etc.

Male Cockatiels are more likely to pick up words and sounds, although I have been told by one friend that her female talks. Both male and female Cockatiels are sweet.

My Cockatiels are messier than my Parakeets were. My Mynah was messiest of all, and by far the loudest!