I'll try to answer these questions without repeating what has already been said.

1. How do you know if it male of female?
http://www.cockatiels.org/articles/genetics/vsexing.html2. What kind of training do you use? EXP: would you use specific training for tiels, or parakeet training?
Well, I'm assuming you would use just kind of the same method as 'keets. For my 'tiel, who had once been hand-trained, I had to towel her the first time (following the vet's advice), but then after that I was able to get her onto my hand without a problem.
3. Is it safe for them to be around my keeties alot?
My keet and 'tiel are very good friends...they even feed eachother, and my cockatiel has even influenced my parakeet to eat healthy foods, like vegetables and fruit. Hehe. But, I can't have my female cockatiel out at the same time as my male because he tends to get overzealous and friendly ... It really depends on your individual cockatiel's personality and your keet's personality as to whether they get along or not.
4. I know it will be alone in a giant cage, but do I still have to wait until My parakeets are totaly trained, or atleast used to me really well?
Sorry, I'm not really sure what you're asking. LOL
5. Wich would you prefer- Vet or petstore?
For purchasing the bird? Well, a breeder preferably, or then a good pet store. But if you're talking about, like, where to get it's wings or nails trimmed...then I would suggest a vet. Luckily the vet I go to is located inside a petstore (Banfield). heh.
6. What kind of toys can you use? Parakeet toys, or do I have to go to the next town to buy specific Tiel toys?
Some of the larger parakeet toys are okay for 'tiels, but they do make cockatiel toys appropriately sized for them. I know my female loves to shred things, and my parakeet doesn't, so she has her own seperate toys.
7. Is millet safe for them?
Absolutely!
8. What are they mainly allergic to?
I don't think Peaches is allergic to anything. I haven't heard much about birds with allergies?
9. are healthy people snackins` and junkfood people snackins` the same way with them?
Yep. If you can feed your parakeet it, then you can feed your cockatiel it.
10. What is the normal price range (So I know how much to save up!)
Ummm...depends on locating. I think they're about $140 in my area.
11. Do you advice me to wear gloves when training? I know that they bite harder than a parakeet.
I wouldn't wear gloves, it might spook your cockatiel. My female bites pretty hard, but she's never drawn blood before.