I would start by letting him come out of his cage by himself rather than sticking your hand in to get him out. The fact that he sometimes bites you when you do this should be enough to tell you he doesn't like it, and doing things he doesn't like isn't going to help. Just leave the door open and go about your business as if he's not there, so he'll feel a bit more comfortable adventuring. You could also have a bowl with some treats attached to the outside of his cage where he can see it from the inside to help convince him.
Once out, I would let him do his thing for a bit. You could start with getting him to step up on a perch if he is biting your fingers. Reward him when he does it with a treat from your hand if he'll take it (millet sprays are ideal for this if he won't take a seed from your fingers). If he is comfortable with your hands being near him, you could skip straight to stepping up on to your finger and rewarding that. Always use positive reinforcement. Reward the good, ignore the bad. They'll learn.
Working with him while he's in the cage is also a good idea. Offer him millet or something else he really likes that isn't part of his normal diet (sunflower seeds are often a big hit as well) through the bars, or place one into his food bowl while he watches. That will get him used to the idea that you aren't evil.
If he is completely skittish of you, and flies away when you approach him with anything, the best thing I found was to passively reward your bird for being close to you. I used to do this with Anakin when he was new to the house. I did this by removing the food bowls inside his cage and putting them on the outside, nearest where I was sitting, and added some treats. Eventually he was comfortable enough with eating from them, so I moved his food to the arm rest of my chair, and then eventually to my lap, and then I just had some food in my hand that he would eat from. I will say that he is still a very skittish bird, and won't step up or allow fingers to touch him unless it's on his terms. Still, he seems to enjoy the company of his people very mush, and will now take treats from my fingers, and ride around on my shoulder.
-Sara
