It just takes patience. I would recommend taking him out on a T-perch, taking him into another room, and working on "step-ups" from various surfaces. Be consistent...even if you are essentially grabing him up (gently of course!) at first, every time he ends up in your hands tell him "Up!". Maybe twice a day for ten/fifteen minutes, then do other fun stuff with him before putting him back.

Once he's got that down, work on step-ups in the same room as the cage, then from on top of the cage, then lastly from inside the cage. Let him know that biting is never acceptable by saying "ouch!" in a loud voice when he does, and shaking your hand a bit to unsteady him if he's on your hand.

I would invest in "The Guide to a Well-Behaved Parrot". It is essential to any bird owner, IMO....I LOVE that book!

Congrats on your new buddy BTW! I love Sun conures, I just can't handle that much noise!