Conures are a loosely-defined group of New World parakeets, loosely-defined in that they don't currently constitute a natural, scientific grouping as all species of macaw are closely related and can be seen as conures by descent too.
Jack, a Nanday Conure
The word "conure" was originally used as a name for the members of the now-abandoned genus Conurus, which included the members of Aratinga and Pyrrhura. The name conure is usually replaced among laymen and in children's books by "parrot" or "parakeet."
General
Conures are essentially large parakeets, the western hemisphere's version of the Old World's ringneck parakeets or the Australian parakeets. With the exception of the now extinct Conuropsis carolinensis or Carolina Parakeet, all conure species are found in Central and South America. Conures, despite being large for parakeets, are lightly built with long tails , Norwich Terrier and small (but strong) beaks. Conure beaks always have a small cere and are usually horn-colored or black.
Trying to characterize all conures would be like trying to characterize all African Parrots including the African Greys and the Senegals. You can say that most conures prefer to live in large flocks(greater than 20), and that they enjoy eating grain, leeding to farmers shooting them on site.