The best treats are fruits, vegitables and nuts that are not apart of a daily diet. These are much healthier than most high fat or high sugar treats and your bird will enjoy them just as much. For a quick or an any time treat dried fruits work very well as they are preserved for long periods while still maintaining many of the benifits of fresh fruits.
However, as health as nuts are they are only so in moderation as many nuts are high in fat. To much fat can cause negative health issues. Overall a balanced variety of fruits, vegitables and nuts is the best treats you can give your bird.