If you are choosing between petco and petsmart, pick petsmart.They keep healthier stock.
I know someone who bought numerous budgies from petco over the years, and all of them died of mysterious illnesses.
But the
best place to get a budgie, is from a breeder. Look around your local ads and ad websites. You'd be surprised about how many budgie breeders there are around. And many of them sell hand raised babies, which means they come to you already trusting humans. And besides, they usually sell the babies for the same price as the pet stores.
The great thing about budgies, is that they can spend time alone throughout the day.
But, you need to keep your budgie occupied.
I suggest you buy a flight cage:
http://elite-pets.com/A36.asp Many chain petstores and online pet stores (I'm in Canada, but I'm sure someone can list you some American sites to order one from) carry them.
You also need to provide him with lots of toys. I find that pet stores charge too much for their toys. I get my toys from a woman who hand makes them. This is her website:
http://www.crystalsbirdtoys.com/index.htmlAnother thing you need to remember is to buy several different types of perches. All your pet stores will carry different perches. Pumice, java, grapevine, rope...there's a lot to choose from. And they all promote healthy feet.