Budgies are usually bred differently from other parrots - they don't form strong pair bonds (even though they are very social) so they are usually not kept in pairs year round.
Most breeders will keep males and females in separate aviaries - which can be outdoor aviaries - except for when they want to breed them. For breeding, pairs are usually brought indoors into smaller flight cages. They will take care of providing the proper temperature and humidity for the eggs/babies themselves as long as they are protected from extreme temperatures and have a water dish they can bathe in a little (they will wet their feathers if they need to increase the temperature in the nestbox).
Budgies are a species that is unfortunately often mill-bred to supply pet stores - they don't put a lot of care into birds that they sell to the pet stores for only a few dollars.
That said, in many areas, there really is a high demand for quality, home-raised budgies that are easily tamed. Pet store budgie-mill birds are often very hard to tame and prone to tumors and other health issues, and people who care about having healthy, tame budgies DO seem to know not to get them from a pet store. There's been quite a lot of people here who didnt want to get pet store budgies, but were forced to due to the lack of any rescues or breeders nearby.
So, the responsible breeding of budgies can be a good thing. That means breeding budgies that come from quality breeders themselves, though, not generic pet store budgies, and providing the best care and education to buyers. And, even though you can (and should) charge more than pet store prices, to weed out people just after a cheap pet, you still won't make any money breeding budgies. Another thing to consider is breeding English or part-English budgies - English budgies are less prolific and not overbred like the more common American budgies - plus they are naturally a bit calmer and easier to tame.
This is a good place for budgie info:
Cute Little Birdies Aviary
