I think some 'tricks' like flight recall (as our cockatiel Edmund picked up very quickly) is a useful tool and sometimes essential. It can help them get out of danger, for example during a burst pipe in our house water started pouring through the ceiling my partner had to move Edmund by holding him but he manged to wriggle free and escape. I was able to click my fingers twice and Edmund flew straight to me instead of going back into the leaking room. I maintain in a similar situation or if he was lost outside he would be able to fly to me on command. Obviously, we take precautions to make sure this doesn't happen but you never know. This was the fastest thing he learned, we trained slightly differently to Michael's methods but he's picked it up well. He will now fly to us from any place in the house if we click our fingers twice and say 'come here'. This hasn't spoilt his spontaenous flight either, he often has his zooming moments!
Also tricks and training enriches them, it helps them use their intelligence. Edmund loves his training time and when we get his training materials out like his fetch sticks he gets really excited in his cage. It has also lead to beahviours like him holding his food in his foot and learning to wave all by himself
We haven't started formal training with our younger cockatiel yet other than the initial taming. He can step up and come for scratches now. As well as talking a little and he's started to whistle now.