Ha ha! The biggest challenge is keeping them entertained. African Greys have the mental capacity of a 3-year-old. Kids get bored easy, large birds get bored easy. Large birds that get bored will pull out their feathers.
You need to be able to spend a few hours a day with the bird for enrichment. When you're not around just leave fun toys out for the bird to play with. Have lots of toys out at a time and switch them out each week. This will keep things interesting for the bird.
Besides that, make sure you feed a good diet (pellets with fresh fruit and veggies and some seed for treats), let the bird out everyday, make sure its perches are of several different diameters to keep the bird's feet healthy and prepare yourself for a loud, sweet animal that you'll love despite the squawking. LOL!
I also suggest against keeping the bird in the same room as the rabbits. Depending on the bird, it could be big enough to injure your rabbits and dander from small mammals can be irritating to birds so it's best to keep them separated as much as possible.
Also, do you have stainless steel cookware? If you have take the bird, you will need stainless steel cookware. No teflon-coated pots and pans! It's believed that the teflon coating doesn't fully stick to the pan even at regular cooking temperatures and this causes teflon to get into the air and kill birds.