First of all, get rid of any ideas that a cage is a bad thing. Of course, your bird will spend lots of enjoyable time outside of its cage, but my birds have all enjoyed their cages. Their cage is their home, their territory, a safe and predictaable place. My birds are always happy to get back to their cages, fluff up, eat and drink and take a nap.
The most important rule in selecting a cage, is to get the biggest one you can afford. Don't make the mistake of stretching your budget to get the bird you want, then not having enough funds for a proper cage. A good rule of thumb would be to spend at least as much money on the cage as on the bird. (This is probably about right if you are buying a bird from a well know and reputable breeder).
After this, there are lots of fine points and issue over features that you can fuss about. A really big door is in my view the most essential feature. The big issues I have are with regard to safety. Be sure the cage is either powder coated, stainless steel, or painted with a safe non-toxic (no lead) paint.
Check carefully for "pinch points", i.e. places a birds head, neck, feet, toes, and such could get caught. Ornamentation and curlie-ques are a big no-no. Any place where cage bars converge is a potential hazard. My idea of the perfect cage is a rectangular space, enclosed with parallel bars of an appropriate spacing. (Appropriate spacing means the bird cannot get its head between the bars).
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