Does anyone here have African Grey Parrots as pets? Please tell me more about keeping them. What special care do they need? Can they make a good pet for someone who have only had budgies and canaries? I realize keeping a large parrot is completely different from keeping a small bird but I'm just wondering if lots of reading can replace a lack of experience. I fell in love with African Greys.

As an owner of three African Greys this is what I can tell:
a) they're awesome at picking words and sounds
b) they're exceptionally intelligent
c) they're affectionate and bond strongly with their owners
d) they're very socialble
e) they need an interactive environment full of various mental stimulation
f) they can live up to 60 years making lifelong companions
e) as a result of all the above said, they require more time and dedication than smaller parrots and are generally recommended for experienced bird owners.

If you have no experience with them but want an African Grey very much you can buy good books like African Grey Parrots (Complete Pet Owner's Manual) by Maggie Wright and/or find an experienced person to help you in case you have questions or difficulties. This had better be done BEFORE you actually buy a parrot. Like this you'll know what's to be expected and maybe you'll want to reconsider your choice. When I was a beginner I searched really a lot and read several books. It helped understand many things about their needs and be prepared for different situations.

Last but not least, please do check if you have an avian vet nearby before you decide on getting such a bird. This is something many people forget about but it is absolutely necessary.