Awwww! So cute!
Hedgies are a really difficult subject to shoot with any kind of camera really, especially without a flash... Even when they're standing still, a lot of times they're still sniffing around - and the constant head movement leads to many, many blurry and fuzzy photos... and, really, the only way to avoid this is to make sure you have plenty of light (whiiiich, of course, most hedgies don't like - and they may seek out a place to hide from it even).
While I know little about point and shoot cameras, I'm going to go ahead and assume that most try to adapt to low light situations by either increasing the ISO - which, in turn, makes the image grainier (the lower the light, the grainier the image), or by slowing the shutter speed - which, of course, gives us - yep, you guessed it - blurriness.
You just have to keep in mind that while there are cameras that may perform better than others when it comes to blurriness, if the ISO is super high (due to low light), the image WILL have noise/grain... and the only way to really avoid that when shooting a living/moving subject is to increase the light on the subject.
I'm guessing that a lot of the clearer hedgie photos you've seen have either been taken with flashes or in good lighting conditions.
This article may help a little in choosing a digital P&S though...
http://pcworld.about.com/magazine/2409p123id126158.htm
