The goal is to keep your hedgie consistently warm... around 74 to76F (varies by hedgehog and by age - older seem to need it warmer than younger hedgies). You can use one method or a combination of methods.
Put thermometer or two in your hedgie's cage... in all the places hedgies runs, sleeps, plays, etc... Check to see how much they vary by location and over time (like if they dip during the night). If you're seeing differences by more than few degrees or something out of a decent range for a hedgie (like 72F and under... or over 78F), then you'll need to make changes.
It's also good to have a back-up plan ready to launch if your primary heat sources dies. For exmple, my hedgie's thermostat died. I put in hand warmers and upped the temp of the whole house until I got a room heater. Then I heated the room until the new thermostat arrived. I now have a spare themostat.