Hedgies are good for people with allergies- my boyfriend is really allergic to most animals (dogs, cats, horses, rats) and he was fine with Harvey- it was so sweet, because N loves animals, but hasn't been able to have a pet because of his asthma! They don't usually prick you with their spines.
The major downside was that he died from a horrible genetic disease- Wobbly Hedgehog Syndrome, and that he was also ill because his mum had been on a poor diet. It was very distressing to watch (won't go into the details, but the hedgehog basically becomes totally paralyzed).
Here in the UK, chinchillas are about £30, hedgehogs about £100 and sugar gliders about £200 for a pair (I've only met one person who breeds them).
It's hard finding pets to suit people with allergies, isn't it? I have a tarantula in my office and I'm allergic to her fur so I can't pick her up for spider cuddles!
"This is truly the age of bacteria: as it was in the beginning, is now and ever shall be."