Hedgehogs can make very good pets. They can be fun to watch them roam around and sniffle.
Each hedgehog has it's own distinct personality. Some are very shy even though they have been hand raised and will always ball up, most do just fine.
They are not a pet that everyone can handle. Some hedgies roll up as soon as someone new touches them and of course, those quills hurt!
As far as odor. You do have to clean them quite often. Some of the hedgehog self annoint themselves and it does smell quite badly. They tend to walk through their food, and everything else. Be prepared to wash them from time to time.
I can recommend this site to get more information from as to the care of hedgies:
http://www.hedgehogvalley.com
Tig has very helpful information on her site and you get to see the different colors that hedgies come in.
Hope this helps you a little,
Candy