I got mine at my local pet store. Call around and ask if they have hedgehogs. The place I got mine from had lots of animals. It had suger gliders (Way cool) chinchillas, an Anteater(Not for sale) an alligator(not for sale) and lots of other exotic animals. I'd just call around and find a few places with them. When you get there, spend time playing with them to make sure they're friendly. Read up about them on the internet before hand too.
I have to go. I have class in 3 minutes.