We've been thinking he's a she, too. We're so used to saying "he" now though, I don't know if we can switch. Luckily, she doesn't know the difference and won't be offended.
As for hand training, PJ spent the first 18 hours she was with us on the bottom of her cage. She eventually climbed onto the perches and began exploring her cage. She seemed pretty calm, so on day 3 we started Lisa's steps. She accepted our hand in her cage pretty much immediately. But then something unforeseen happened that greatly accelerated her training: my daughter was working with her and had her cage door open while my son asked me to play this video so he could hear budgie noises, because ours had been pretty quiet up to that point:http://www.youtube.com/watch?v=WVrZ7P4QfcE
I would excercise caution playing this around your birds; they'll go crazy--it almost borders on torture.
PJ, upon hearing this, started chirping like crazy and fluttering around. She jumped out of her cage (her wings are clipped) next to my daughter looking around for the mystery bird. My daughter was able to pick her up and spent the next hour or so holding her and talking soothingly while she climbed on her shoulder and head and perched on her finger. We put her back in her cage and later when my daughter went to continue with the steps, the bird immediately steped onto my daughter's hand when she put it near her. It took a couple more days before she'd step up for me, but my hands are much bigger and intimidating than my daughter's who is only seven.
I wouldn't recommend this training "method" though, because I think one could end up with a neurotic, freaked out bird too easily.