I looked at some videos of the African Gray and this one seems to be the most amazing (too many others had dirty words) as it interacts quite well on stage:

http://www.metacafe.com/watch/26051/talking_parrot/

I have to admit, I watched a few of the foul mouthed parrot videos and just about split my gut with laughter. I could not imagine having a foul mouthed parrot and having my mother come over to visit.