Moving a bird to a new location is always a stressful experience for the bird.  They need to adjust to new sights sounds and foods.  While birds are amazingly resilient there are a number of things you can do to minimize the stresses of a new home.

It is important to have their cage all ready before you even purchase your bird. By researching the needs of the species before buying your bird you can prepare a flight that will best meet the needs of your new bird.  What size cage does it need? What temperatures is this species most comfortable in? What kind of food has it been eating at it's previous home?  What kind of foods will provide optimal nutrition for your bird? Can it cohabitate with any other species you may have? All these issues should be addressed and provided before you bring your bird home.

Once you do bring your bird home make sure you put extra open water dishes in the flight.  The number one cause of death after purchase is the birds inability to find the water!  It may be obvious to you where the water is but a newly moved bird is a little disoriented.  Make sure they can find their water source!  Birds often times develop watery droppings after the stress of a move. After they have settled in for a few days you can replace the open dishes for your regular food and water dishes - but watch to make sure they find the new water source.

If at all possible get some seed mix from the person you buy your bird from.  This allows you to offer the same seed and feed they were getting at their previous home.  You can then slowly convert them to your regular feeding routine after they have adjusted to their new flight.
Allow your new bird some quiet time to explore their new surroundings.  Disturb them as little as possible during the first few days. Watch their behavior  and droppings for signs of stress.  Loose droppings and flighty panic flying or lethargy are all signs of a stressed bird.  If you notice any of these symptoms the first thing  to do is increase the heat in the cage.  This can be done buy placing a towel over the cage to minimize drafts and adding a heat source such as a light or heating pad to the outside of the cage.  After a day or two your bird should adjust and feel at home in his/her new flight.