Daily Exercise

Budgerigars need a lot of exercise, in fact as much as possible, especially when they're living in small aviaries. This was determined by evolution, since budgies cover long distances in the wild. Nature has given them wings because they are airborne creatures, they need to stretch their wings and fly around. Ideally, budgies should be allowed out of the cage every day. Before you let your budgie out, make sure the room is clear of hazards. The most important thing of all may be to cover all windows and/or transparent glass doors - your budgie could fly against it and get concussion.
You probably don't want your budgie to take an outdoor excursion, because he might never come back. So you have to make sure all the doors, windows and other possible escape routes are closed off. Also, cover all sharp objects that stick out and may wound the budgie during its flight (this could simply be a table corner). If there are any ceiling fans or other fans, turn them off. Don't keep a vase on the table - I've read enough horror stories about budgies who got stuck in their without knowing what was going on, so they didn't cry for help. The same goes for other dark holes and small places - budgies are curious, they might go in there and never come back, so cover those places. Don't let your budgie fly in a room with open flames, dogs, cats or any other hazards. Also be wary of drinking glasses or other containers with liquid, you don't want your budgie to take swimming lessons in that, let alone drink from it.

If you don't want to worry about this daily checklist of hazards, you could also build an indoor aviary or outdoor aviary (you can use IKEA racks for this). In such places, budgies can fly around at pleasure. It is a vexation for the birds to be sitting in their cage every hour of the day. I suppose you wouldn't like to be locked up in your room all day long either. Therefore you have to consider this before even buying a budgie, because having them locked up all day long is one of the most cruel things you can do to them.