Birdmarts are a place many folks get their new birds. Vendors are not supposed to knowingly sell a sick bird - but it does happen sometimes. Various experts have written articles about the why's and how's of quarantine and you may want to do more research on this topic before deciding what routine will work best in your situation. (see links below.)

Many people have a limited amount of room for their bird cage - or only one location in the house that works for keeping their birds.  Ideally, a quarantine area would be in a different room, under similar lighting, temperature and humidity conditions to where the new bird will be living once they have passed the time limit you have decided to segregate the new birds from your existing birds.

Two things you should consider having on hand - all the time from the beginning of when you start having even one pet bird:  an extra bird cage of the same size and type your birds live in, and a hospital cage - for nursing an ill bird back to health or getting them over a health crisis.   Wait to get your second cage - till the next Birdmart in your area - they are way less expensive to purchase at the birdmart than going to any local pet shop and paying double $ or more for the same or lesser quality cage.  Or consider getting your second cage via the Internet - many sites offer free shipping.

The second cage can be your "Quarantine Cage".  It is not really mandatory that the second cage be the exact same size as the one you already have your birds in. But it will lessen the stress on the newly purchased bird by acclimating them to the same conditions in which they'll eventually be living. Make do with what you can manage with your situation for space and cage availability etc. 

We quarantine any new birds for 30 days and have never had a problem with this routine. Our experience has been that if a bird is ill but not showing signs of it, whatever is the ailment will usually show up within the 30 days. This gives us a chance to either nurse them back to health or once in a while, they will die suddenly for some unexplained reason. Others folks quarantine for various lengths of time depending on where the birds have come from and sometimes depending on what species type as detailed in these other sources for Quarantine Info.... 

http://www.finchaviary.com/Maintenance/Quarantine.htm

http://finchfiles.com/FinchFiles/Health/Notes-Quarantine.htm

http://www.finchsociety.org/cfa/general/basics/basics.htm

http://www.finchworld.com/Birds/Finch/StarFinch/qua.html

http://www.ladygouldianfinch.com/features_quarantine.mgi