You can hold your hedgie while you're at the breeder's and spend the 10-15 minutes you're talking to the breeder handling him/her. On the car ride, it's best to leave the hedgie in the carrier (a hard sided cat carrier with a few pieces of fleece lining the bottom that you can buckle into the back seat, preferably). If there were any kind of accident on the ride home and you had your hedgie out of the carrier, he/she could go flying and be seriously injured. The carrier with the fleece would help prevent that. Any time you travel you shouldn't have your hedgie out of the carrier while the car is in motion, so during the car ride would not be a good bonding time.
When you get home, you can spend 5 minutes or so handling him/her if he/she doesn't seem stressed out before putting the hedgie in the cage. Put a t-shirt (check for strings first) that smells like you in there so the hedgie can get used to your scent. Make sure there's plenty of food and water, then give plenty of space for the next 24 hours. This gives time to adjust the surroundings. After that you can try softly talking next to the cage, and can take the hedgie out for handling. If it seems to stress the little guy/gal out, then only handle for a few minutes that day, then put him/her back in the cage and keep talking--read a story or tell them how excited you are they're part of the family now, whatever you want to do. Then try again the next day. After a week or so, you can do half an hour at a time if the hedgie seems more relaxed. You can also try using a hedgie bag for sitting around and bonding if handling is stressful.
The key to hedgie ownership is patience. Yes, you've been waiting what seems like forever to get your new friend and you want to hold and play with him/her, but you have to keep in mind that they need your patience while they get used to the new situation. Just take everything slowly, and hope all goes smoothly from there.