Other than food, you can either just praise them, or maybe offer them their favorite toy or a mirror. Really, find what they like then give it to them. Although in my experience, you can't go wrong with millet.
How do you motivate you budgie to do tricks other than with food?
Have you read through the stickies at the top of the Taming and Bonding section of the forum? If not, please do so.
You'll find most answers to basic questions can be found in the stickies and budgie articles.
I'd specifically recommend reviewing these two threads: