Wheel wise the best in my opinion is the Carolina Storm Wheel, its a homemade wheel built by LarryT on this forum, they are quiet and easy to clean versus say a commerically sold Comfort Wheel (which is about the only safe store bought wheel besides flying saucers).
Chicken Soup for the Cat Lover's Soul is a really good food that's used a lot by many owners around here, here is the recommended food list on the forums...
viewtopic.php?f=6&t=15
As you'll see its right at the top of the list, most people will make a mix of two or three different types of food, since there isn't a specific dry cat food that has everything a hedgehog needs. Also keep in mind that you have to slowly switch the food over, check to see what your breeder is feeding their hogs and get at least a 2 week supply, you won't want to change it right off the bat. After the first week, once the little guy is settled into his new home, slowly add the new food a few kibbles at a time while removing the old stuff. So after a week or more s/he will be eating mostly the new mix.
Check out the stickies on the forums, I always point out three things.
1. Light Cycles, your hedgie needs a light source for 12 hours during the daylight hours, don't rely on natural light. Any old lamp works, best idea is to get a cheap dial timer from Walmart so it turns on and off the same time everyday, or just use the room light. The hog will be sleeping during the day but this light cycle keeps them from attempting to hibernate cause they sense shorter days, very important this time of year since we are going into the winter season.
2. Heating, get a digital thermometer for your cage so you can see what the temperature is inside the cage, a cheap indoor / outdoor one with a probe works best, put the probe inside the back middle of the cage, just high enough that the hog can't get at it, and put the display at the top of the cage. They need to be kept between 73'F and 78'F, again if it gets too cold, they'll attempt to hibernate.
3. Darkness can be an important factor for some hedgehogs, you'll have your own personal time at night during bonding time, but hogs being nocturnal also have their own personal time through out the night. Depending on cage location, some hogs won't come out unless they get total darkness, others may not care. My female doesn't care about the light from my tv and monitor in the room, versus my male who won't stay out unless he has total darkness. I use a black out curtain to block out the light.
Welcome to HHC