What are the "step up" and "step down" commands? What are they good for?
    "Step up" is for when the bird steps up onto someone's finger, and "step down" for when the birds steps off someones finger.  These are simple, easy commands that serve first and foremost as a means of communication between you and your bird.  If you ask him to step up, he knows what you're talking about and he knows what you expect of him.  This seems like a simple thing, but it can mean a lot.  For aggressive birds, a step up command properly carried through can let the bird know that you're still in control of things.  For shy or nervous birds, the step up command can be something that they are familiar with, something they are comfortable with, and something they know they can do.  Even for the most well-adjusted bird, the step up command is just a good thing for both you and your bird.  Dog owners will appreciate this: you don't teach a dog to sit or stay just because you want the dog to sit or stay.  You teach them so you always have a little control over the situation, and you teach them so that the dog has a task he can perform successfully and happily.
    Step up is taught simply by saying "step up" when the bird steps up onto your finger.  Always follow through with the command - and don't say it unless you're sure the bird is going to step up.  You want step up to mean, "step up now," not, "step up if you feel like it, now or later."
    For what it's worth, the words "step up" and "step down" are not set in stone.  I use "up" and "down," and it could be "banana" and "ice cream" for all the bird cares!

I've heard you shouldn't let your bird on your shoulder. Why not?
    Most birds can safely be allowed to set on your shoulder all you like.  But aggressive or nippy birds should not be allowed on shoulders.  First, being higher up is a position of authority for birds - they feel like they're equal to you if they're eye-level to you.  Second, you have very little control over a bird on your shoulder.  If he doesn't want to get off your shoulder, he can climb to your back where you can't reach him.  If he wants to bite your ear, he can and you can't stop him.  If your bird happily steps up from your shoulder and is not aggressive or nippy, feel free to allow him to sit there.  But if you have consistent problems getting your bird off your shoulder or if he has an aggression problem, it's best to keep him off your shoulders.

Why do green cheeks bite?  How do I deal with it?
Let's start with a closer look at why and when green cheeks usually bite.
    First, it should be realized that all parrots like to use their beaks.  They touch and explore with them.  They also interact with other parrots with them.  Conures can even be considered especially "beaky" birds.  It is normal for a parrot to want to grab your finger with his beak - it's his way of greeting you.  Particularly with young conures, the problem comes when they just don't know how much pressure is too much!  Baby conures go through a phase around weaning when they want to have their beaks all over everything, and this gets a little painful sometimes!  But it is quite normal, is not any indication of possible future aggressive behavior, and will eventually pass.  I simply physically remove their beaks from my skin when they start to apply too much pressure.  There are people that don't allow their babies to "beak" them at all, and this does effectively teach a young parrot never to put his beak on a human, but it also teaches him not to preen you gently or interact with you with his beak.  This is normal parrot interaction and can add a great deal to the parrot/human relationship.
    Second, most green cheeks go through a nippy phase when they hit their "terrible two's".  This is typical of parrots, but I will honestly say that green cheeks are a bit more prone to being nippy during this phase than some other parrots.  As the bird reaches sexual maturity, he may start to nip, especially under certain circumstances.  What these are will depend on the bird: he may nip only when you reach into his cage, or if he doesn't want to be picked up, or he may nip only certain people.  This phase is a little tricky because naturally it should pass, but if the owners don't handle things correctly then you can make it worse.  The first thing to remember is to continue the rules and guidelines you should have set down in the beginning.  Use the "step up" and "step down" commands, and when you say it, mean it - pick him up even if he bites.  This is a time when you may not want to allow your parrot on your shoulder or above eye-level.  If possible, avoid situations in which your bird might bite.  And when you do get nipped, try to avoid retreating or yelling in pain - these are reactions that the bird might be looking for!  It is very important for you to remain confident and upbeat while handling your bird.  Owners that become nervous or shy of their birds because they're afraid of being bit are a lot more likely to be bitten!
    It sometimes helps if you punish the bird for nipping, but finding an effective punishment can be a tricky thing.  Physical punishment (hitting, banging on the cage etc.) should never be used.  It probably will not help the biting, and may result in bird which is terrified of you.  If a bird bites while on your hand, you can drop your hand quickly, unsettling and startling the bird.  This often works for birds that are confident enough not to be frightened by this - just startled!  Another possibility is to quickly set the bird on the floor and walk away.  The floor is not a comfortable place for most birds, and this combined with the sudden loss of companionship makes for a punishment that is sometimes quite effective.  Locking the bird in the cage can work with some birds, but not with others who don't mind being alone - and for birds that are nipping to try to get you to go away, this may be a reward!  Yelling is not usually an effective punishmen because, unlike dogs, they don't necessarily recognize anger in your voice - and those excited noises may just be another form of reward!