Cockatoos are from the family Cacatuidae, one of three that make up the order Psittaciformes, the parrots. Wikipedia has this to say about what distinguishes them from the other two families:
The Cacatuidae are quite distinct, having a movable head crest, a different arrangement of the carotid arteries, a gall bladder, differences in the skull bones, and lack the Dyck texture feathers which, in the Psittacidae, scatters light in such a way as to produce the vibrant colours of so many parrots.
They live up to 40 years in the wild, up to 70 in captivity. And they are incredibly loud, and not in a pretty way:
While a flock is feeding, a few birds will remain in the tops of the trees, on the lookout for danger. If they spot a predator such as a large kite or a snake, they give a harsh, explosive cry of warning, and the other birds will immediately take to the air, squealing and screeching hoarsely in a cacophony of protest.
Birds that are at rest, moving among the branches high in a tree, nipping off leaves and twigs, often make a high-pitched screeching cry, like badly worn wheel bearings.
When flying home to their evening roost, they call loudly and incessantly, making a grating, querulous cawing noise. In flocks of over a hundred birds, jostling for a perch among the trees, these cries can become deafening.
Like other parrots, pet Cockatoos can mimic all sorts of sounds, learning to imitate human speech, barking dogs, power tools, and other household noises.
I'll try to get a gallery of the different calls.