We have our magnificent Nimo, a 15 year old Blue & Gold macaw. All birds require a lot of work regarding training, cleaning, and food. I belong to www.theparrotboard.net if you're interested in an online forum.
A conure and a cockatoo are drastically different birds. I personally can't stand the high pitch sounds that a conure makes. I much prefer a huge scream from the larger birds, lol. Conures are very active and very vocal, and many people have them.
Cockatoos are extraordinarily complex birds, and are the most surrendered to sanctuaries and shelters. And like every other bird, they can bite like heck!
Do you know how old the 'too is? I suggest keeping your handling to the top of his head and back of his neck. Rubbing a bird on its back or by its tail will stimulate sexual urges. Cockatoos are wonderful cuddle bugs, but that can work against them because they can easily become overstimulated.