As the owner of an African Gray (or does she own me?), I would like to add a couple of things.
As with all of our animals, a good diet is necessary. Given the opportunity, a caged bird will eat nothing but millet seed and sunflower seeds, both high in fat and low in nutritional content. A high grade pelleted diet is the best (a friend's Gray stopped feather picking after changing to Harrison's) along with fresh vegetables, pasta, and other acceptable treats.
Another thing I have learned is that it is not good for the bird to be higher than you are. If you have ever gotten a bird out of his cage, he most likely will start to climb your body to get to the top of your head - the highest point he can be. In order to maintain some control of the "pecking order" and for him to realize that you are the one in charge, he must be below your eye level.
My family and I all learned years ago that it is best to approach any bird cage with our own "wings" (arms) held close to our bodies and hands clasped behind us. If you go toward the bird with your finger sticking into his cage you are very likely to come away with a bloody finger. Talk to the bird for several seconds before bringing your hand up and offering a head scratch, which most seem to enjoy.
I also have an Eclectus parrot, and the three of us talk back and forth to each other all the time. We blow kisses from room to room, they sneeze and cough, both imitate both my voice and my husband's and fool both of us sometimes. They are great company and a joy to have around, but respect for each other is a must.