An old friend of mine used to have a hedgehog.

I'd reccomend getting them from a breeder, and experienced one. It would be good to get a positive reccomendation for that breeder. I know too many people who have gotten hedgehogs from the local petstores that have died in less than a month because of un known problems. But it could just be my pet store! (Or I have friends who don't give a care if their pet sits in its cage for its life....)

Good luck! And if you do get one, I want pictures!