Hedgies do make wonderful animal companions. When they are used to you those quills no longer stand up and are quite pleasant to touch. Their undersides are covered with a soft fur and their faces are to die for.
They are more of an intermediate pet. Not something for someone who has never cared for a companion animal before.
Cost wise they aren't bad. You'll spend more on them then you would on a hamster, but it isn't unreasonable either. It depends on the type of shavings you decide to keep him/her on as well as how much fresh food you decide to give.
Their feces is moist and they don't tend to be overly tidy, so you'll have to do a full clean of the cage more often.
If you haven't already read it, be sure if you do decide to get one that you get a plastic wheel. They tend to injure themselves on the metal wheels commonly used for pocket pets. Saucer wheels or plastic Chinchilla wheels are much safer for Hedgie use.
Hedgies have different personalities. So if you do decide to get one go to multiple breeders if thats what it takes. Find one that doesn't take long to uncurl(if it does ball up when you pick it up), also check the quills. They shouldn't move too easily, as well if you lightly pull on them they shouldn't pull out (if they do check if there is a folicle on the end, if there is a follicle and it is a young Hedgie its probably just quilling) Check the eyes and nose for discharge.
I don't know if any of this info was helpful to you. You've probably already read all this since you've been doing some research, but I figured it couldn't hurt