I definitely like using a clicker for training. The trick is to muffle the sound when you're first teaching them that "click" = treat. Parrots have very sensitive hearing, and any sudden sounds can be frightening for them.
When I first started clicker training Noah, I'd have the clicker in my hand between my thighs to muffle the noise. The trick is to click and immediately give them a treat. Do this half a dozen times per session, at least half a dozen times a day. Once they've got the association down, you can click, then wait a few seconds before giving them the treat.
Certain species (African greys I think? Or maybe it was cockatoos) have to be trained using a whistle because clicking means aggression or something like that in their language.
I found the Parrot Wizard to be quite informative when it came to teaching Noah.