That is why at my house we use clothespins to secure the cage doors.
On a related note, our conure has lately been experimenting with opening the doors on the kitchen cabinets. Yesterday, she managed to get her head “caught” between the door and the cabinet. No harm done, but there was a very loud squawk of outrage and, after she pulled free, she bit the door in revenge. Birds can and do figure out how to open things.
Congratulations on your new birdie! May I suggest a couple of books to go along with such a handsome fellow? PARROTS FOR DUMMIES and COCKATIELS FOR DUMMIES. Excellent reading, clear and up to date information about 'tiels. Highly recommend them.
As for perches, your best bet would be to stay away from the sandpaper perch covers, and get Crow a couple of perches like this: http://www.windycityparrot.com/Merchant2/merchant.mvc?Screen=PROD&Product_Code=20041721001&Category_Code=accgrooming&Product_Count=
They’re much better for a bird’s feet and beak than the sandpaper perches. You could also get Crow a couple of Booda perches or manatazita branch perches for variety.
And TOYS. You can never have enough toys when it comes to cockatiels. Rotate them in and out of Crow’s cage to keep him interested and stimulated. Tiels are bright little fellows and love variety.
I wish I could have seen that, especially the revenge. Some kinds of birds are real manipulators. I always get a kick out of the way parrot types will explore things with their beaks and tongues, holding onto the object with one foot and balancing on the other. The parrot family is generally very intelligent and inquisitive, and that’s a big part of their charm.
I thought of this thread when I saw that video, too.
Mine sneezes, whines like the dog (truly obnoxious), beeps like the microwave and says “Pretty Bird” “What’re ya doin? What’re ya doin HUH?” Tries to whistle the “charge” theme only instead of do do do do DOOo Charge! She ends with a microwave beep.
Mine is handraised, I got her when she was about 3 weeks old. But whether handraised or tamed, they need a LOT of social time. Mine is usually out of the cage from the time I get home, until I go to bed (or until she gets to be too much of a pain in the butt :D).
Now that “she’s” older, and based upon her colors, I think “she” is really a he, but don’t want to have to take blood to have “her” sexed. I’ve owned pet birds since I was a teen, and they all turn into little PITAs once they’re tame.
Have fun, they’re great little pets.
The bird I mentioned up thread figured out how to open the cage door as well. Alas he could never quite make it out of the cage before the door came back down on top of him resulting in a very pissed off cockatiel.
Whoops, I forgot to answer one of your questions. Regarding the sandpaper perches. There are much better perches available from the pet store. They’re basically a rough, natural shaped perch. You can also get a dual purpose perch that is a rough perch+cuttle shell type stuff that they like to chew. Natural perches are much better than the straight dowel type, a bird needs to exercise his/her feet by having to perch on differently sized perches. Plus, if you work, the bigger the cage, the better.
I often leave the TV or radio on for company for my birds when I’m at work. Alternately, an iPod with phrases you want the bird to learn, set on repeat is a good tool for teaching them to talk.
I have two of them, one is the handraised one, and one is an older rescue bird that I’ve had for about 5 years. The guy I bought my “baby” from rescued her from a home where they’d basically stuck her in a back room and just fed and watered her. She’s getting too old to fly now, but she still enjoys company.
I have a bird “jungle gym” up on top of my entertainment center and I stock it with treats and toys so that they have something to play on. Unfortunately/fortunately, the baby insists upon spending most of her time with me as her personal jungle gym. 
Our problem isn’t getting them to talk. Most of our birds have picked up talking on their own just fine. Our problem is getting them to STOP talking at least some of the time!