Biting is annoying and can even be dangerous. The best response to a bird nipping painlessly on your flesh is no response at all. If it's more than a "nip," move your hand toward him, and he'll have to let go as your hand approaches his body. If your bird bites another part of you, remove him immediately, using a towel if necessary.
Good care fosters good behavior. Make sure your bird has the right size and type of cage, proper cage placement, sufficient exercise, adequate sleep, clean water for drinking and bathing, good food and ample opportunities for interaction.
For more information, please read How to Stop Your Pet Bird From Biting.