Most African greys, Amazons, Macaws, Cockatoos, Hawkheaded Parrots, and male Cockatiels have the ability to speak. It is best to start training them the first two years. Training consists of you using repititive phrases (best if associated with an action, i.e., "good bye" when you are leaving) and supplimental aides, such as training CD's.
Regarding CD's, we prefer the Feathered Phonics line of speach training CD's because they (1)are recorded digitally (little or no background noise and excellent recording quality), (2) are available in many different volumes and (3) are generally less money than other, less professional CD's.