Habitat and Bedding
Hedgehogs are really simple to house. Their cage should be large enough for them to have plenty of room to mosey around. We currently use 106 qt Sterilite Storage Bins without the lids as these are economical, easy to clean, and easy to look in on our hedgehogs. Also the My First Pet Super Pet homes are very nice, they are a bit more expensive, but provide greater protection in homes with dogs and cats. No matter what type of habitat is chosen, be sure that the enclosure does not have wire floors, or any kind of floor that allows for their fecal matter to fall through. Hedgehogs can easily get their feet and legs caught in the holes of this type of flooring, resulting in broken legs, or other injuries (this also applies to wheels, toys, water bottle holders, etc). It is not recommended to put anything in the hedgehogs cage that would allow it to climb more than a few inches due to poor depth perception.
Bedding can be chosen from a variety of options. You can try to train your hedgie to use the litter box and they will usually do pretty well. This allows you to place snuggly fleece in the bottom of the bin and in the igloo or house for the hedghog. In the litter pan you can use pelleted type litter (such as Yesterday's News Brand, or a corn cob pellet) topped with a crumpled paper bedding. For hedgehogs reluctant to use their litter boxes you can use a carefresh and dust free aspen shaving mix.
We are currently using Pet's Pick Pine shavings from Wal-Mart (large bale) as it is a chip type shaving that has hardly any dust. We have been using this product since December 2012 and have had great luck with it so far.
If shavings are preferred, do not use anything that has high amounts of natural aromatic oils, such as cedar as this can be harmful to the liver function of many small animals. Aspen shavings or Carefresh paper bedding, or a mixture of the two is recommended. You can also use pellets as bedding, but this does not allow the hedgehog to be very comfortable as they try to snuggle into the bedding or as they walk around.