Not everyone would be happy with a plain canary for a pet bird. Most of the birds in the pet trade are more exotic, and can be found as wild birds in Asia, Africa or Australia.
There are a number of exotic bird species that can be acquired as pets, and most of them are part of the parrot family of birds. The macaw, cockatoo, cockatiel, parakeet, conure and even the pretty lovebird are all part of the parrot family.
Besides the parrots, there are also tiny finches that make good pets. The most popular species is the zebra finch. They aren't as bright as the parrots, but do have some stunning stripes and patterns in their feathers. Finches are good pet birds for beginners because they are less demanding than most of the parrots.
No matter what kind of pet bird you choose, you will require the same bird supply for them all. First, a good bird cage that is large enough to allow your bird to open up its wings fully without touching the bars. Look around to find the right kind of bird food for your bird. You might be surprised that most pet birds won't do well on the same wild bird seed you use to in your outside bird feeder. All birds will become bored if left in a bare bird cage all day long. Get plenty of bird toys for your pet. Toys shouldn't be indestructible either. Reducing a toy to splinters is half the fun for a bird.
When you are looking for a bird for sale, look for one that has been hand-fed while being raised. Hand-fed birds are usually much tamer and affectionate towards people.
Not sure which bird is right for you? There are several good bird magazines on the market that can give you some insight into the various exotic bird species.