I have a pair of budgies. They're just fucking insane as a species. They'll go from doing the happy little bouncy head bobbing dance to screaming blue murder with no provocation for the hell of it, largely because they can. They're also rather partial to certain types of music - they seem to respond well to Jimi Hendrix and (for some reason) The Coral. Weird little feathery sods, but they're certainly entertaining to have around.