I feed both Zupreem Naturals (I personally avoid colored pellets) and Harrisons. My GCC only gets Zupreem (he doesn't care for anything else) but my Goffins gets both, plus Lafeber's Pellet-Berries.
Pretty much Harrisons, Zupreem, Roudybush & TOP's are going to be highly recommended.
Keep in mind, you might want your bird on a particular pellet, but your bird may not like that one. As MonicaMc said, try as many as you can to see what they like. You can often get samples so you don't have to buy a huge bag only to discover they hate it.