I don't know if I would exactly call it "affection", but they did lick hands and crawl around all curious like when they were handled. I had heard from a few other people that they had been bit by theirs, but I thought that was pretty odd. Their teeth are more like an opossum's, so I doubt it would hurt even if they did bite.
In my opinion, their only downside was the odor. Their feces were more similar to feline or ferret poop which smells like... well, you know. Mine quickly learned to only "go" in one corner of the cage though, which made cleaning pretty easy. If you feed them just hedgehog food, their poop didn't smell too bad at all, but when I gave them treats (superworms, crickets--funny as heck) that was when they smelled. Still not as bad as a hamster though.
I had all three of mine in a SuperPet Rabbit cage that was 30Lx30Wx24?H and had ramps and a wheel in there for them. I didn't think they'd be much for climbing, but they were a lot more "arboreal" than I would have guessed.
The spines are sharp (obviously) but once you learn how to pick them up and they get used to you, it's easy to forget that they even have the spines. Even if they balled up, I would still just "scoop" them up. I found that dropping a little bit of water from their water bottle on their bellies while they were balled up would make them un-roll and start crawling around.
Honestly, I think they would make a better pet in many situations than a guinea pig or rabbit. Even though they're mostly nocturnal, they don't squeal and grunt like a guinea pig, and don't thump around like a rabbit so they're pretty quite at night. Just don't forget to oil their wheel once in a while
Anyway, that's all I can really think of right now.