I have 3 canaries and they can be very cranky with each other
the linnies too sometimes frustrate me when they are being particularly shy. I too, sometimes think a bigger bird would be easier. But then i think, i would only have room for one large bird and birds do better with other birds. Also, although i have a very large cage ( enough for an amazon ) it wouldn't be enough for the bird to fly around in like my current birds can. So I would feel guilty if i had to stay out, like I usually do on the weekends. Even when i would let the large bird out, I don't think my living room is large enough for it to get enough exercise like little birds can.
Big birds also have big, destructive beaks. While i can let my canaries and linnies out without worry, at one point i had a irn and i had to watch her like a hawk so she wouldn't destroy things (like my chairs) and irn are not even that large. They also need larger toys and they destroy them faster! They need more, more expensive food.
They are also LOUDER. Yes, some little birds have loud, high pitched voices, but in general the larger the bird, the louder.
And many large birds have psychological problems...its more common to see self mutilating cockatoos than budgies.
so, to answer your question:
Yes, sometimes i think owning a larger bird would be cool, but i also used to think that about owning a horse and in my current living situation and time in my life i don't think that is feasible.
Enjoy your little parrots