definitely try dried mango and papaya... it's my

favorite treat that I now use for training because he likes it so much... I wish you the best of luck with your bird... try reading up on training techniques.
A good source is Barbara Heidenreich. Her site:
http://www.goodbirdinc.com/ I bought and read two of her books, and they are definitely worth the investment. She has a very honest and gentle approach with her work. Her training methods are based PURElY on positive reinforcement start with target and simple trick training and work up from there...
Also, check out her channel on youtube:
http://www.youtube.com/user/GoodBirdIncIf you dig hard enough around her site, and watch her youtube videos, you'll get A WEALTH of information for free...
She also has a free to download podcast if you can find it, it's a good listen as well...
When you see video of her petting her blue and gold macaws that are lying upside down in her lap, you'll hopefully get the same impression I did! It's amazing how simple training techniques and positive reinforcement will get your bird doing exactly what you want!
Could your bird be molting? Mine gets a little fussy with new feathers coming in. Also, I can't stress this enough--make sure he's getting PLENTY of sleep. At least 10-12 hours per night. This usually means light out no later than 10-12 hours before sunrise. If you can't accommodate "lights out" maybe try moving him to another room, blocking the light or covering his cage so he can rest well. Also, give him plenty of baths. Birds dig baths.
When you're holding and playing with him, have a few "hand toys" that you can offer him to "re-direct" his biting towards. If he bites you, simply move him away from the biting area and introduce a toy he likes. Then, try to introduce the toys before he starts biting. He'll get the hang of playing with the toys and look forward to them when you get him out.
Some cheap toys that my

likes:
clothespins: (got this from Michaels's suggestion) These are also about the same size and shape as a finger and make a great replacement for finger biting. Just take the metal spring out and offer him the wooden part only.
wooden coffee stirrers: I grabbed a handful of these from Chick Fil A one morning and he loves to chew through them.
baby hand/teething toys: I got a few baby toys that are pvc/ toxin free and he likes to chew on these... especially the teething toys that offer a slightly "rubbery" texture. Just make sure these are safe and that he can't chew parts off that are easy to swallow.
I usually keep these around me at all times as he likes to "preen" me, including my face, lips, nose, eyelashes, etc. It's ok when he's gentle, but when he bites hard, it sucks. So, I keep distractions for him at all times. Just make sure you aren't teaching him to bite you for the reward. This is why it's good to eventually introduce the toys before he starts biting you...
Also, when you're getting him to step up, EVERY TIME say "step up" or whatever command you like, and offer him a treat when he does it correctly. It's a really easy way for him to learn that if he does something good (what you want) he gets a small treat (what he wants). Eventually you can turn this into other tricks like turning around and waving. You'll be surprised how easy it is with some persistence. Once my sun knew one trick, it only took a day or two to learn several more. He loves training so much that he now sometimes begs for treats by "waving" his foot in the air. When he does this, I say or show the command for "wave" and get him to do it again before he gets a treat though.