Not to give anyone any ideas, but in the United States, it's legal to own a European Starling as a pet (or pretty much do anything you want to them, as long as you don't run afoul of animal cruelty lawas). Here's someone in (apparently) South Carolina who has one, and has taught it a few phrases to speak. It's interesting how the quality of its voice is different from other talking birds.

http://myspace.com/talkingstarling

Edited to Add:

Interesting article about starling song choices: http://www.nwf.org/nationalwildlife/article.cfm?issueID=104&articleID=1323