Well, every bird is different. I had much more success teaching my budgies things that I specifically wanted them to say.
Joey seems to pick and choose what he wants to say. He likes to say his name, and hi, birdie, and hi, Coco. Those are things that he hears regularly, although I haven't made an effort especially to teach them. But he has also picked up expressions from company that I never use -- like 'no way' in a certain inflection that belongs to either Lisa or Bernadette. I would like him to say 'good boy,' so I repeat that a lot, but he has not yet said it. Maybe it sounds boring to him.
Coco is the same way -- he only says what he wants to say when he wants to say it. The general exception to this is the chorus of 'night nights' when the birds are settling down at night to go to sleep.
Cricket and Stickley don't talk. Well, Cricket says 'yes, girl' when I play with her and say it first, but Stickley doesn't speak English at all. He is, however, a very affectionate little guy so it doesn't matter to me if he talks or not.