The heating source will depend on what type of cage you have for your hedgie. I'd stay away from heating pads - the ones made for reptiles will get too hot; the ones made for humans typically shut themselves off after a certain amount of time - and they won't warm the entire area that your hedgie will need to keep warm enough. That is, hedgie will be just fine when s/he's sitting on the area, but once s/he gets up to use the wheel, it could become too cold.
If you have a wire-top/plastic-bottom cage, a ceramic heat emitter with lamp and thermostat control will work wonders.
If you have a c&c set up, you'll need to keep the whole room warm. Same with Sterilite bins.