Pellets are healthier for him than seeds -- seeds are more of a treat. Also, it is best to feed a pellet that is naturally colored and not dyed.
I'm pretty new to birds, but how we feed my daughter's sun conure is:
In the morning he gets a variety of fresh fruits and vegetables (things like kale, sprouted seeds which are super healthy, cilantro, cherries, etc, etc, etc -- more veggies than fruit) and then after a few hours we take out the fresh stuff before it gets a chance to spoil, and give him pellets. We use the Harrison's pellets, which you can get online or at many bird stores. If the only store available to you is something like a Petco or Petsmart, I believe you can get Roudybush pellets which are also quite good and not artificially dyed.