Real climbers

If you take a loot at their feet, you can tell that budgies are different from songbirds. Those have three toes in front and only one behind. Just like parrots, budgies have two in front and two behind. That makes them good at climbing, and they love it just as much as parrots do!
So when you buy a cage for them, don't forget to choose one with horizontal bars. You can also put some ladders in it, or a swing for your little acrobats :)

photo: budgie-info.com

Extra tip: buy wooden perches in different thicknesses rather than plastic ones, it's much better for your budgie's legs :)