Where to begin.................
Congo African greys are nothing like timneh African greys. Hand fed African greys are nothing like hand tamed African greys. Clicker training is inappropriate for African greys is a sole teaching method, and is a direct conflict with Dr. Irene Pepperburg's theory of mind – use the clicker for emergency type things {ex:stationing, recall, drop it}, and stick to her stuff for just about everything else.
African greys need to be heavily socialized. This means whatever you're doing, the bird is with you or a family member – in fact, if the TV is on, who's ever is watching it better have a bird in their lap. They are not shoulder birds safely past age 10 or so – sooner for some individuals.
The feather tether harness is no longer made by the manufacturer {I talked to them on the phone} and is unsafe. Unless you're getting a custom-made piece, the safest mainstream harness is the aviator.
Now comes the really nasty part – costs.
You want a breeder that doesn't clip wings if you want the bird to fly properly later in small places like houses. There are many that will do this for all their birds, so you're going to be paying – that means private breeder, not a pet store – so PA prices become irrelevant. The vet fees will include a microchip and a DNA sex test, probably running you around $300 for a new baby but could go up to five if your extra cautious – have their avian vet picked out before you buy the bird and take the bird there immediately upon acquisition.
You're going to want the largest cage possible. Make sure the bar spacing is correct for a grey. A used cage is fine if you extensively sterilize it, otherwise you're going to have to buy new – think about $600 new and between 250 to 400 used.
The grey is not a calico macaw – as a rule, greys do not like having under their wing's touched even as babies. The harness may be a battle of bribes and constant diligence to make sure they don't learn how to slip it off.
Also, the grey will take over your household – in no other species is it more true that the bird is completely in charge. You would be the pet, not the bird.
If you're going to get a flight suit, a.k.a. a birdie diaper. Think of it as a nearly every day thing to keep the bird used to using it, or you will lose the option to use it – that also goes for the flight harness. My best suggestion is figure out a favorite food and associated only with these two items – meaning the only effect that food while wearing these two items.
Actually have a lot more to say on the subject, but I spent part of last night vomiting and I just woke up. I'm pretty sure it's food poisoning, as my refrigerator isn't sealing correctly and popping open on its own. In any case, that brings us to our next point:
African greys dig on the bottom of their cages and hide food. The food becomes rotten, and then they eat it. The vet can sometimes treat this with drops, but it usually involves wrapping the bird with the towel and injecting it a couple of times a day in the chest muscle with antibiotic.
I'm not telling you not to get the grey. I want you to get the grey. I think everyone should have a grey: if only because I think these birds are better decisions makers than the owners when you take both species as a whole ;-)
Seriously though, you going to have to heavily supervise the cockatiels cages when the greys out. These two species are not safe alone even with locked cages – I speak from experience. On that note, start bird proofing the house before the bird gets there.
You're not that far physically from some of my dad's relatives. From what I remember, he told me that place was freezing during the winter. They make bird clothes for that, but you'd have to get started training that one immediately – you buy them online. They're usually targeted at feather pluckers, but they will also serve to keep your bird warm if you can fit super to where them – I didn't know they existed until my bird was well into adulthood – and he wasn't going out enough to justify the stress of teaching an older bird to wear them. If you're starting with the baby, I absolutely recommend buying a few outfits – at least one which is slightly oversized in dimensions to an African grey for the training purposes of learning to wear them.
Let me know about any other questions you have, and I'll try to answer them. Meanwhile, make a list of what you want from the bird and that will decide whether it's a timneh or one of the Congo African grey variations(Cameroon, Congo, Ghana – North Carolina Royal bird company says the three variations are no longer relevant to the pet trade, and there looks can be achieved via diet because of the parents of birds from those three regions are essentially identical if fed the exact same diet from infancy. In the wild, there is a physical distinction, but it's epigenetically diet based}.