It's great you've decided to change your birds diet to a more balanced one!
The best brands of pellets are Harrison's, Roudybush, and ZuPreem.
Harrison's High Potency Super Fine, Roudybush crumbles or nibbles, and ZuPreem natural or fruitblend, size XS (Canary) are the best types to introduce to your budgie, as they are the right size for budgies to eat
When you transition to pellets, make sure they eat them before you take away seed entirely, or they will starve rather than eat something they don't like. The two best ways to transition to pellets are as follows:
1. You can mix pellets with the seed so they associate them with food, starting by giving them 10% pellets and 90% seed for two days, then 20% pellets and 80% seed for two days, etc. etc. After there's about the same amount of pellets as seeds, they will finish up the seeds quickly and probably beg for more, ignoring the pellets, but at this point, do not
give them any more seeds the rest of the day. The next day, start again with the same amount of pellets to seeds, and decrease the next day. They should realise what's left in their bowl at the end of the day is quite edible and give it a nibble. If the day comes when there are no longer seeds in the bowl (100% pellets) and they refuse to eat, don't give in. Wait the whole day and then in the morning, you can offer some seeds (1 tsp) and begin at 50% seeds to 50% pellets again. If they flat-out refuse to try any pellets and would rather starve by the time they are served 100% pellets, then wait for one day and then change to a new method.
2. Crushed pellets, or "mash", can be sprinkled on top of seed so that as they pick through the seeds, the pellet powder will give them the taste of pellets to they become used to it more thoroughly. You can also offer Lafeber's Nutriberries as treats so they realise that pellets taste good and may want to try them more. You can experiment with how you offer the mash, some members have also had success mixing it with water and seed to make a wet food mix they have to move to get to the seeds.
Regarding seeds, after they have been eating pellets consistently, 100%, for a few days to a week, (I gave my budgie a week so she was completely confident that pellets were food) you can add seeds back in until the ratio of pellets to seeds is about 60-65% to 35-40%.
Budgies need seeds as well as pellets for a balanced diet, and should be offered veggies on a daily basis. Since fruits are high in sugar, only offer these once a week.
Chopped, shredded, diced, whole, even hung from the top of the cage--there are many ways to serve vegetables to your birds. It's best to give them a variety every day so they always have something they may want to try. Herbs, like basil, parsley, cilantro and sage are popular, so are leafy greens like kale, romaine lettuce, and spinach. Carrots, bell pepper, and thawed frozen corn are also good choices.
The stickies in the "Diet and Nutrition" section of the forums have lists of veggies as well as methods to feed them.
I hope this helps you! Best of luck with getting your bird on a new, healthy diet