Well, I've only been living with my 13 year old CAG, Brodie, for a bit over a month now, but so far, here my take on the good, bad, and ugly. (Will be interesting to see how it changes the longer I'm around him!)
The Good:
* Brodie is smart. SO smart!! He picks up words, noises, and phrases almost immediately, although with longer phrases he'll practice them (which sounds like "mumble mumble mumble" to me!!) until he has it down well enough to say it to me. He'll also understand directions I give him, even if it's not using simple phrases or words he's heard before. (Example -- the other night, I told him, "If you pick up that piece of green pepper and just hold it in your beak for only
one second, you'll get your apple slices." He looked at me, disgust in his eyes, picked up the piece of green pepper for exactly 1 second, dropped it on the floor, then looked at me like, "Hurry up, human, I want my APPLE!"

)
* He'll let me know when he's angry/upset (beyond just being pissed off) by vocalizing with a "waaauk!" or similar noise. This happens very rarely, usually when I've intruded in his cage when he doesn't want me there (for cleaning purposes usually) or if I don't let him out of the door above his food dish, where I scoop his breakfast in every morning. It's also occurred when I've been working on getting him comfortable with me touching his toes/nails, but only once. He's been very good the other times.
* He seems to be fairly ready to forgive if I do something that actually hurts him, as long as I'm genuinely sorry. This has only happened once -- I pinched his toe in the cage door one afternoon when I was in a rush (bad bad parront

) -- and he squawked in pain... I spent probably 5 minutes apologizing to him after making sure he was okay (and he was, thank goodness!). But I think he knew from the tone of my voice that I really, really was sorry and didn't mean to do that, at all.
* He's fairly independent. I'm in the middle of a job transition now, but at my previous job, I had varying hours during the work week -- sometimes I'd be gone from the house for 8-9 hours, sometimes it'd only be 4 or 5 hours. But he does his own thing when I'm not around. I know he plays with some of the toys in his cage, and I'm sure some of the time he's spending thinking of dastardly schemes to try and trick me...
* He has a wonderful sense of humor!! and can also be pretty sarcastic when he feels like it.
* He doesn't have to say anything for me to be able to tell what kind of mood he's in (usually).
* He also has a really, really good sense of timing for saying appropriate things -- sometimes when my hubby tells me something that he is really excited about, or when I'm talking about something I'm looking forward to, Brodie will interject with an "OoooOOOOohhHHH!!!" and will sound very interested.

* He doesn't scream. In the 5 weeks he's lived here, I've only heard him scream once, and I'm pretty sure that was an afternoon when I'd been home for awhile but hadn't paid him sufficient attention.
* He's not TERRIBLY dusty. His previous owners did warn me about the dust, and while I do see it on the plastic underneath his cage stand (and notice it on my fingers when he allows me to give him a scritch), it's not as bad as I was expecting. Then again, I do give him a "spritz" (as he calls it) -- misting with lukewarm water -- every 4-6 days, so I'm sure that helps.
* He doesn't bite much. He's bitten me once, in the first 2-3 days that he was here, and even that didn't draw blood or even leave a lasting mark. He has "bitten" me a few times since, but those have been basically him taking my finger in his beak, relatively gently (no mark at all, doesn't hurt or even pinch), and I'm pretty sure it's just a "warning" or him expressing that he's pissed off.
The Bad:
At this point I'm not really sure what I'd actually call "bad." I think most of what I would probably put in the "bad" category is due to me having to learn all about caring for not just an African Grey in particular, but a bird in general, since Brodie is my first bird.
The Ugly:
* Trying to introduce him to new foods (especially fruits/veggies) is a "nightmare." Although I gotta grin at that, because it's hilarious even though it's a bit frustrating... When he came to me, he was on about a 90% seed diet. I'm trying to introduce him to more fruits/veggies (currently the only fruits he'll eat regularly are apple slices and bananas), and he's not having any of it. Tonight I mixed up some of the food that my hubby and I had made today (a tiny bit of quinoa with red pepper and cinnamon; a few steamed peas and one slice of steamed carrot; two small pecan pieces; two chunks of pumpkin), and he dumped it out all over his cage. I was expecting that, but it's still a little frustrating. (I do think there's hope for the quinoa though... he seemed more interested in that than any of the veggies!)
* Trying to figure out what his favorite treat is. When he moved here, he was given one peanut (in the shell, roasted but unsalted) every day as a treat. I've since removed the peanut, and he loves tiny bits of cheese (cheddar or provolone) -- when I say tiny, I mean TINY, just enough for a few beakfuls for him. He has been introduced to almonds and pistachios and loves them both too. But trying to figure out what I can use as a reward for him for good behavior or for doing what I ask him to do can be hard. The cheese he gets in the evenings, as a reward for him getting back in his cage and getting ready for bed (although that's usually about 45 minutes before actual bedtime). Everything else, he doesn't really seem to care about, at least enough for a treat food.
Some of the "mediocre" things -- not good, bad, nor ugly -- include:
* He's territorial about his food dish. Not to the point where he won't let me touch it, but he does get cranky if I'm too close or messing around with it.
* He can be very demanding. In the mornings, even AFTER I give him his breakfast, for about an hour he'll say "are you hungry?" (almost non-stop if I don't respond, a couple of times every 15-20 minutes if I do). I'll just remind him that he has fresh food in his dish, or I'll say "I'm hungry/not hungry, and/but I know someone who is!" In the evenings, he'll constantly say "wanna scratch?" or "bend over" (previous owner taught him that for bending down to have his head scritched).
* In the mornings he'll also
constantly make noise. I'm okay with this, and am getting to the point where I can respond to him but am not 100% paying attention to every noise he makes.
* He likes a regular schedule. Which is good, because I need sometimes to be reminded to have a regular schedule myself.

But it does get frustrating sometimes when I'm like, oh, it's 8pm, time to put him to bed, or, oh, it's 10 minutes to 7 in the morning, he'll be waking up soon...
~
I think that's about it for now!
I've also heard that Greys are phobic of things but honestly I think that's more nurture than it is nature. If you "allow" them to be phobic, then they will be -- I do think there are exceptions to this, since as such intelligent creatures, they can definitely be more prone to anxiety than other creatures that aren't as intelligent -- but there's definitely a lot of influence from their upbringing there rather than their genetics. Brodie will act scared of stuff sometimes -- new toys, for example -- but then I'll play with a new toy for a little while, and he'll be a little curious... I'll leave it where he can see it for a few days... then I'll move it so it's sitting next to or on top of his cage, so he can explore it if he feels like it... and then it'll get introduced in his cage, and usually by then he's fine with it. (Either he'll ignore it or play with it, haha, but he won't be scared of it anymore.)