Salem- We've never had an African Grey, but I've read a lot about them and been around a couple...they are *so* smart! In fact, if you haven't seen it, search Youtube for Alex the African Grey and check it out...they actually taught the bird math. Hell, I can barely do math. It's pretty amazing.
It's sad but true with Cockatoos...people just don't realize how much work you have to put in to own one...not to mention the dedication you have to have...for instance, my wife and I are both full-time graduate students who also work full-time. As you can imagine, our spare time is pretty much nonexistent. That notwithstanding, we try and spend at least a couple of hours with Moonshine every day, playing with him, taking him for walks, or even just having him out of his cage with us while we are doing things around the house...they can suffer a lot if you don't socialize them much, even getting depressed. Moonshine wasn't a rescue himself, but the place we got him, in addition to being a locally owned (and awesomely dedicated) pet store, is a rescue for tropical birds. They don't ever sell their rescue birds- they keep them and take care of them for as long as the bird lives, and they do a really wonderful job. The animals they do sell are either obtained from very carefully selected breeders who take wonderful care of their young animals, or in Moonshine's case, the offspring of the rescue animals. The couple that owns the store/rescue is so sweet- you can tell they really love their animals. They even watch Moonshine for us when we go out of town! Even if people don't want to own a rescue bird (many of them require special attention and care even beyond that normally required), I hope that anyone considering a cockatoo (or any pet, really) seeks out somewhere like this to get their new addition to the family.
And also has a good set of earplugs.