I have a digital with probe beside thermostat probe to monitor temp directly over igloo (CHE is in center of cage) and 2 exo-terra stick on thermomters at each end of cage. (they are a needle type thermomter)
This is what I use. It's nice and simple without all the extra add-ons. We don't have them in the individual cages now (the whole hedgehog room is heated with a built-in heater/thermostat) but we have two of these perched on shelves with the probes hanging at different levels to monitor the overall temperature in the room. It worked when we used it in Archimedes' cage months ago - the probe went inside the cage and the thermometer itself was right outside, giving an inside/outside temp. The probe even stood up well to a little bit of tugging (lol) and I was never worried about him tugging at it because it's rubber, not metal.
I know some people prefer to have an LED read on a thermometer for seeing it in the dark, but I think that would bother a hedgehog at night. This one is easy enough to read by just shining my phone at it. It also has a little flip-out stand on the back so it stands up on its own and doesn't have to be leaned/propped against anything.
I have this one and love it! It displays the highs and lows for the day so you know if the temperature has been colder while you're gone (so you can look into additional heating options) plus has humidity, which is very good to know. They're cheap, magnetic so you can stick them on magnetic stuff, and are free standing so can go pretty much anywhere.
LG, I'd actually looked at that one. I need another thermometer or two (for playpens outside and for when we quarantine in a different room). The only thing I'm not crazy about for that one as an in-cage thermometer is that there isn't a probe, so the thermometer itself has to go in the cage, and it doesn't show you the inside/outside temp (cage vs. rest of the room) like the one I linked to.