Get them a container of foot toys and let them throw them out - then you pick them all up and let them throw them out again! LOL Okay - so maybe not as much fun for you - but I swear all birds LOVE this game. You could play Peek a boo, or turn on some music and encourage them to "sing" and dance a long. (this is great game to encourage them to expend some of their energy) Make yourself a birdy necklace to wear when they're on you. (gives them something to play with other than any skin imperfections you might have! I'm constantly telling my birds that skin tags and freckles don't come off - but they don't seem to believe me.) My conures like to hang out with me while I'm on the computer. They like to peck on the keyboard and help me move the mouse. You could try teaching them some tricks. Clicker training is fairly easy and fun for you and the birds.
Amazon.com: Clicker Training for Birds (Getting Started): Books: Melinda Johnson