Conures are loud birds. They will bust out your eardrums. Cockatoo can have lots of emotional problems and end up plucking themselves. I personally have owned an
Amazon parrot for 27 years. If I could go back I might pick a smaller bird myself like a parrotlet or another love bird. Some smaller conures aren't quite as loud, but I personally would pass on them because of that screech.
So are you committed to a bird long term? Can you stand the noise, mess and constant responsibility that never ends? Conures are shorter lived but cockatoo can live very long lives. It sounds easy, but owning an animal for that long can be too much on some people. Some birds will outlive their owners.
Personally if I were to pick I might go with the conure as they are easier to find, and don't live as long, but it's not up to me. Definitely take your time. The bird will be your companion for a long time.
Another thought is if you are younger and still not settled and own your own home you may not be able to take a noisy bird with you to an apartment to live. So make sure you are in a place where you can keep it.
Yet another consideration is the bird you pick if young may not like you when it's older. My
Amazon ended up a female, and her heart is set on my husband, so I can no longer handle her like I used to, but I still need to care for her just the same.
Perhaps you could find a parrot rescue in your area and go talk to them. They would know what is best and they may be able to help you find exactly what would suit you. I know many parrots are given up because people didn't realize how much work they are.