Yes, you want a thermostat so you can control the temperature that the emitter heats the cage to. If it gets too hot or cold, it will make the hedgie sick. The thermostat will turn the emitter off when the temperature gets too high, and turn it back on when the temperature goes too low. That's also why you want a thermostat that has degree settings, not low, medium, and high, so you can set it to an actual temperature and know that your hedgie is warm enough. Here's an example of a thermostat that one of the breeders, Nancy, uses:
http://www.zoomed.com/db/products/Entry ... oxOiIwIjt9