From what I’ve heard/read, conures are more cuddly - but also WAY louder.
Parrotlets are less snuggly, but will snuggle once they’re comfortable, but also do better in pairs than a single.
I haven’t read/heard much regarding training comparisons between the two, but if I had to hazard a guess (based on absolutely nothing concrete) I would think conures are easier to train. But again, that’s based on nothing but my own thought lol.