Hedgehogs are the coolest little cage animal ever.
I havea 4 week old baby in my lap right now and 15 more of them here in my office at this moment. A bit overkill, but my girlfriend is a bit nuts and has her USDA breeders license. As far as I know, she's the only one in NYS at the moment. We had the breeding stock flown in from all over the country.
They're pretty popular and like you said, hard to come by. We have someone who will be paying $300 for one hoglet and is driving 7 hours each way from NJ to pick it up.
Here's one of ours, I think he's called a Algerian Cinnocot:
