You can train your budgie to sit on your finger. It's a better place than a shoulder because you will not forget he is there. "The first command is "Step up," which tells the bird to get on to your finger or hand," explains Greg Glendell, a parrot behaviour expert.
"First, make sure there is something you know your bird really likes, and use this as his reward when he complies with your commands (do not give him unearned rewards). This may simply be having his head scratched, or verbal praise or a favourite food treat. Then, while Your bird is in his cage, put your finger very close to his lower belly, gently touching him there and say "Step up." He may refuse to step up, or fly to another perch or bite. If he refuses, just repeat the command, pushing him gently on the lower belly. If he bites, try to show no reaction to this and repeat the command immediately. " As soon as he does obey your command, give him his reward immediately. Usually after three or four attempts a bird will step up on to your hand.
Remember, Your bird needs to work for his rewards, and as soon as he makes the connection between obeying your commands and getting the reward, he will comply, so you need to give the reward promptly on compliance. Keep training sessions short - no more than five minutes twice a day.
Once your bird has learned to step up inside the cage, encourage him to do the same outside the cage. Then teach him the command "Go Down" for when you want him to step off your finger. Make sure you don't always close the cage door when you return him to the cage just; instead, sometimes leave the cage door open. This will ensure he does not associate going in the cage with having to stay there.
