I feed and recommend Moore’s budgie seeds. The basic budgie mix is sold under the brand name No-Fea-Loss at my local Wal-Mart, but other stores may carry it as well. Another seed that looks good is sold at Pet Valu but I haven’t personally used it. There are other good brands as well but I’ve had the best results with Moore’s. Whatever brand you buy make sure it does not contain “mineral oil” as one of the ingredients. Mineral oil is sometimes used to coat poor quality seed to make it look shiny. You don’t want to feed your pet anything but good quality seed.
Besides budgie mix, your pet will enjoy some treat or condition seed mix and spray millet two or three times a week. I also give my budgies fresh fruits and vegetables several times a week. Some of their favourites are dandelion, spinach, carrots, and apples. I’ve also tried mango, banana, broccoli, and pear with mixed results. There isn’t much nutrition in lettuce so I don’t bother with it but you can experiment to see what your budgie likes.
Now for the question about grit (or gravel). Some people say budgies must have it and others say you should never feed it. Both groups have valid arguments. One side says budgies need it to help grind up their seeds, the other side points out rare cases of crop (first stomach) impaction. Personally, I offer a mixed grit three times a week and have had no problems.