My tiny friend's palace is constructed with laundry baskets connected by pvc pipes. The bottom of each section is is layered with corrugated plastic with pillowcase-style liners.
The laundry baskets are Rubbermaid soft plastics that are easily cut with a simple X-Acto/boxcutter/razor. I like them for being relatively cheap ($10), widespread (Ronas & Canada Tire carry them), extremely easy to disinfect, too slippery for mealworms to climb if they escape, and have fantastic ventilation (I find solid bins still reek of plastic even after getting holes drilled in them).
[attachment=2:rrchj2ym]cage_overview.jpg[/attachment:rrchj2ym]
My tiny friend does not believe in climbing. In his opinion, it is simply Not Done. This means I can leave the open grid exposed at hedgehog-height, and leave the top open. I don't recommend this setup for climbing-hedgehogs. Lighting is attached to the central post (out-of-view). Heating is by ambient space heater, with a spot CHE when necessary.
To the right of the cage is a blue tupperware. This is hedgehog's Emergency Kit: the bag contains kibble, fleece, sleep-sack, water/food dishes, and handwarmers, while the box is modified with a ventilated top to serve as an emergency-carrier. It wouldn't work for a full-scale city-wide catastrophe, but it's sufficient for an apartment fire-alarm evacuation.
Each "room" has a different purpose. The front two are for running-around messy activities that need easy-access.
To the left is a wheel-room (including, at the moment, a fleece-diving sleepy hedgehog). In addition to the normal liner, it has a secondary layer of fleece to allow liner-diving for camping trips. Hedgehog has thoroughly rejected any more conventional attempts at a litter-box, so we've compromised with a smaller fleece square that is replaced each night without generating as much laundry as a full liner would (and absorbs pee so makes "camping" under the liner below the wheel less distressing).
To the right is his water/food/treats area (no treat-dish at the moment). The eating area is an ocasional home to the digbox (oatmeal & mealworms in a low ziplock box), or an open space for rolly-toys (currently a (solid) catball, sometimes a toy truck).
[attachment=1:rrchj2ym]cage_play.jpg[/attachment:rrchj2ym]
In the back right is the fleece forest. The "forest" is strips of fleece hung from dowels for easy removal.
At the moment, the forest playroom includes a small tile, intended for splatting on hot days but more commonly used as a slippery-turn-point (hedgehog bolts straight at wall, suddenly stop-skid-turns, bolts off somewhere else), a usually-ignored stuffed rat, and a cuddle-sleep-sack. This room is quite popular for post-breakfast pre-run naps.
The sleep sacks I sew are slightly different from others I've seen on this site. Instead of having closed 3 sides (in a bag), they're closed on 2 sides (like an origami hat). The cage-sacks are cotton on one side, flannel on the other; hedgehog flips them inside-out depending on his personal, highly-variable preference. I make alternate ones for cuddling with me that are that waterproof-baby-fabric on the outside (protecting my pants from pee) and flannel lined.
[attachment=0:rrchj2ym]cage_sleep.jpg[/attachment:rrchj2ym]
The back left is the sleeping zone, the darkest corner least likely to be bumped by klutzy humans. It has an extra layer of fleece-liner to permit liner-diving (sometimes diving to sleep under the liner under the pigloo!).
The pigloo is stuffed with fleece scraps (3cm x 3cm squares) to let my tiny friend burrow, as he approves of burrowing to an equal extent that he disapproves of climbing. The entry features another fleece-forest of fleece strips hung from dowels. The mini-forest is where extra food and water dishes are kept when little hedgehog is living solo for a night (in case he spills the primary dishes), or isn't feeling so healthy (so he doesn't need to commute for essential needs).
[attachment=2:rrchj2ym]cage_overview.jpg[/attachment:rrchj2ym]
All the sections are connected with 4" PVC pipe tunnels. Most of the connections are tri-junctions, allowing for entry into every cage directly. The longer straight sections are cut off straight pipe, using a pvc pipe wire saw (although a regular saw, heat knife, etc all work fine). The pipes are difficult to fully reach for spot-cleaning, so such an extensive network would not work with a hedgehog who isn't at least gently potty-trained (mine goes in the wheel-room 6 days a week before stomping poop all over his tunnel).
When hedgehog doesn't wish to be disturbed, he takes a nap in the very center of the tubes where he cannot be reached. It's also a cooler surface for when he wants to splat. He also seems to like retreating into the fully enclosed area when he's feeling insecure, probably because it's fully contained.
Tiny hedgehog loves his cage enough that when he's out for supervised playtime, he tries to find ways to break back into his cage. In response, we closed the "front" end of the tunnel with a slotted cap. This allows for airflow, hedgehog-spying, and is easily removable during playtime so hedgehog can find his way back into the cage without resorting to extreme tactics.
My friend rotates through which rooms he uses, particularly in picking different places to sleep seemingly at random. For a while, he had a 5th room, but that was apparently just Too Much space and never used.