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Diamond doves were VERY difficult. They never would settle down or like to be held. More like finches in teh fact of being looked at but not handled. Finches are cute, but I like a little more interaction with my birds, not freaking out when I come around. I tried to hatch some courtnix and they ran around like crazy then keeled over! I don't know what happened, seemed healthy.
Of the three I would most likely do Quail, but I guess it depends on why? For entertainment purposes in a cage? I would do finches. For outdoor birds and possibly pickling eggs and meat, Quail. For the little cooing sounds and rarity the diamond doves.