Are those the only species you are considering?
All are good choices, but there are some other small birds that are also good choices.
Cockatiel - usually calm, gentle, sweet birds - not really cuddly though most like to have their heads/necks scritched and tolerate being petted a little. Very social and interactive (like most birds) - but they can be a problem for people with allergies.
Greencheek conure - smart, feisty, playful, usually cuddly. Lots of personality and attitude! Often bitey or nippy. Males can be a little more playful and active and nippier, females a little sweeter and calmer. I have a female GCC and love her, she's a great companion and very cuddly. She doesn't care to be petted or scritched, but loves to be hugged/squished/snuggled. She can bite some people she doesn't know if they bother her.
Budgie - In my experience with budgies, they are wonderful birds, but can be somewhat sensitive and high-strung, and slower to develop a real bond, even if they are handfed (and they usually aren't). It can also be a challenge to find a good breeder, as they are so expensive and readily available in pet stores (but a breeder will be a much better choice than a pet store or rescue if you want a tame bird). They are also by nature, not very cuddly, though some may like scritches - they are not likely to enjoy being touched or petted at all. This sounds all negative, but budgies are such wonderful, adorable, cheerful little birds, they really make amazing companions. Males are much sweeter than females and usually better talkers as well, but some people do like the females better (females are more likely to be a little cuddly anyway). They are just joyful and happy, and adorably hyperactive. All of mine tamed quickly but took quite awhile to really, truly blossom as companions (like 6 months to a year). Going with their hyperactive nature, they have short attention spans, as well. Mine will usually fly over when called, and happily spend a minute or two with me, then they are off to go play with a toy or something.