The budgies really enjoy their showers. The get sprayed with a regular spray bottle filled with water (with the the words written on it in marker "Water Only" to prevent anything such as, heaven forbid, a cleaning solution being put into this bottle). For their showers, they are placed on top of the cage, and lately we have been giving them lettuce on top of the cage at that time. The budgies like hopping in and out of the spray, and when the lettuce is there, they like to do belly flops onto the wet lettuce, getting their tummies wet. They also like nibbling the wet lettuce. When they are totally damp, they'll walk out of the spray and we know shower time is over. Extensive grooming takes place thereafter, lasting as long as an hour as they seem to take each long feather (from wings and tail) into their beaks and pull and stroke it through their beak many times, leading to smooth, shiny, clean feathers. They also fluff the smaller feathers on the body up many times. It's very cute.
(thanks to M. for the title "Lettuce Spray").