I used to be into parrots big time, and the African Grey is an amazing animal. I had the opportunity to have a long conversation with Dr. Irene Pepperberg. What a brilliant woman.
She was studying Alex, an African Grey, for about 30 years, and she proved that the bird has a much higher level of intelligence than we initially thought. They don't have the ability to just mimic, but they can understand concepts.
Alex died a couple years ago, but here he is with her... check this out...
[ame=http://www.youtube.com/watch?v=R6KvPN_Wt8I]YouTube - Alex The Talking Parrot[/ame]