Wow, I'm suprised that there is support from buying at a pet store! I would HIGHLY suggest finding a local breeder, they are much cheaper, and the babies are almost always more tame!
A personal example...my boyfriend's mom bought her second cockatiel at a pet store. He is pretty wild and doesn't like to be touched at all. Not only that, but she paid $100 for a normal colored cockatiel.
Definitely consider looking around your newspaper or even online. I bought mine from a very sweet breeder in Phoenix. All her babies are very tame, and she sold me a cinnamon-pied for only $50 (normals were only $35). Plus, she let me play with three different babies so that I could pick what personality I liked and made sure the bird liked me.
I couldn't have been luckier. Opy is a sweetheart! He love his head scratched, is attempting to talk, and stays on my shoulder all the time (even while I'm typing this). If you or anyone reading this happens to live near Phoenix and wants the name of the breeder, I'd be happy to help (ralstonka@yahoo.com). She just had five babies born. I'm getting my second one soon from her 