I've compiled a list of commonly needed items for hedgehog care.  This list represents the total cost of a hedgehog.  If you haven't taken a look at it yet, I would recommend doing so before you start shopping for supplies so you are aware of the actual cost that a hedgehog will require--it may surprise you. 

If you have taken a look at the list, and you think a hedgehog will still be a great pet for you, please continue reading about supplies.  :)

Food dishes:
Ceramic dishes are best because they are heavier and don't tip easily.
I bought a small one at a pet store for $1.99 that works great. A lot of people also seem to like using
the individual dip dishes from the dollar store.

Water bowls/bottles:
Ask your breeder if they use water bottles or dishes and buy appropriately based on that knowledge. Some hedgies that drink from bottles at the breeders might not take to a bottle in the new home, so always be prepared to offer a dish in that case. Many people feel that hedgies drink more from dishes as it is more natural to them. Some feel that their hedgie is fine with just a bottle. And some offer both dishes and water bottles, for the optimum drinkage experience. It's really whatever you feel is best for YOUR hedgie. Keep in mind that if you use bedding, a dish can easily get bedding into it and will need to be monitored closely.

Personally, I would recommend a water bowl. There have been reported cases of chipped teeth from bottles, and it takes a long time to get enough water from a bowl.  Quentin started out on a bottle because the breeder had him on one, and he would stand at it for 5-10 minutes lapping trying to get enough water.  Because of this, I switched him to a bowl.  Since then he only spends a minute or two at the bowl and then goes about his business.  It was a worthwhile switch for us to make.

Clean food bowls and water bottles/dishes (ideally every time you fill them up, but once a week is sufficient), using hot water and dish soap.

TIP: If you find that your hedgehog runs through the water bowl, using it for a footbath and getting the water dirty, there are a couple of things you can do.  You can put a second water bowl in, one for drinking water, one for running through.  Or you can buy ceramic hooded dishes for the water, which allow heads to poke in for water but not whole bodies (these can be found in the small animal aisle at most pet stores; typically used for mice/hamster dust baths).

The environment the hedgie is in should always be 72-80 degrees Fahrenheit. There are ways of heating the cage or of heating the whole room itself (if you don't feel like keeping the whole house at that temperature). More information on different types of heating can be found here: Heat Sources. There should always be an extra heat source on hand in case the environment gets too cold for hedgie, also. Those, too, are addressed on that link.

Thermometers are essential also. The environment needs to stay 72-80 degrees Fahrenheit at all times. A digital thermometer is the best way to help ensure this. More information can be found on the heat sources page.

These you can buy later if you want to delay, but hedgies usually thoroughly enjoy them.

Litter box -- A suitable litter pan will slide under the wheel and extend 5-6 inches out

Litter -- Suitable litters should be dust free. Things like kiln dried pine or aspen shavings are fine, as are paper towels and Yesterday's News (if you are careful to check for foreign objects in it like plastic first). Do NOT use corn cob bedding, cedar shavings, or clumping cat litter. Those can cause health problems. The corn cob and litter are small enough to get caught in genital areas and cause infection if not caught soon enough; the cedar shavings are toxic.

Toys -- Things such as toilet paper tubes (cut up the long side and corners snipped off), tubes made of glued together craft foam, cat balls (that do not have slit openings where a jaw could get stuck), ping pong balls, and beanie babies are all possibilities.

Treats -- Mealworms, crickets, and fruits & veggies are suitable. Check the food page for more treat details.

Weigh scale -- A scale that weighs in grams (like a kitchen scale) works well. There are some models that come with an actual bowl-shaped weighing area, but if you can't find one like that you can use a plastic bowl, sit it on the scale, get its measurement, put hedgie in, get the total weight, then subtract the weight of the bowl from the total to get the hedgie's actual weight. Here is a chart that you can use to record the weights each time you take them. (I found a link to a chart similar to this, but the link was not working and I could not find another anywhere so I made a version to put up here. If anyone objects to this link being here, please let me know.)

Here is a downloadable checklist to help you remember what to pick up when you go shopping. Checklist