Welcome to HHC! And very glad to see that you're doing some research and looking before you get a hedgehog, we always love it when people do that.
I would highly recommend downloading and reading this care book written by LizardGirl, one of our mods - http://www.westcoasthedgehogs.com/files ... index.html
It's free to download (or you can buy a hard copy), and it has a ton of information (much of it found on the forums as well), well-organized and easy to read. It will answer most of your questions about hedgehog personalities, cages, diet, and supplies.
On the note of cages though, if you're looking for a store-bought cage, I would go with a bigger one like this - http://www.amazon.com/Kaytee-18-Inch-Fi ... _title_def
You want to aim for around 4 square feet of floor space, so there's a couple feet of space left over for moving around in after you add in bed, wheel, bowls, toys, etc. There's also Ferret Nation and Critter Nations for store-bought cages, but they tend to be more expensive. There's more cage options that you can read about in the book, or check out the Cage Examples thread in the Housing forum - Sterilite bins, vivariums, and C&C cages.
Have fun reading, and feel free to ask if you have more questions that the book doesn't answer or that you can't find on the forum!