I've been luck enough to never of had to deal with mites but I'd go with a more animal safe medication given to me by my vet.
Vets often recommend using Ivermectin, but that particular treatment (especially the shots) has been known to cause bad things to happen and has killed hedgies before. Most vets (not all) are going by books on how to treat hedgehog illnesses/issues--and not all of those books are up to date. So when it comes to treatment (of non-immediately-life-threatening-illnesses, of course), I personally prefer to get a diagnosis from the vet and find out what they think the treatment should be, then ask for experiences of owners who have had the same problem and do more research on my own. For example (I have a male, but I thought this would be a good example), if a hedgehog comes down with uterine cancer and needs a spay (which probably won't be able to take place for a week or two), I would come and say that the vet wants to do *this* and ask for other experiences--and probably get a recommendation to request laser surgery, which may be something the vet hadn't mentioned before and which would be something I could call up the vet to ask about.
Of course, if your hedgie is having a major issue that needs IMMEDIATE treatment (like a URI, pneumonia, infection, or bleeding), that wouldn't be a logical course of action--but if something is going to take some time to treat, it's sometimes best to ask and find out different experiences from people who work with hedgehogs all the time. Many vets primarily see dogs and cats, and hedgehogs aren't common patients for them--so they could have no idea that the Ivermectin recommendation their book is talking about isn't good.
-No offense meant to any vets out there.-
It's also a good idea to research the symptoms beforehand (while waiting for an appointment date, maybe), so you can find out that if it's mites you should request that Ivermectin not be used, etc.
Of course, that's my personal preference--it doesn't mean it's necessarily what any of you have to do, I just thought it might be useful to share.
...end vet spiel. Sorry if I got carried away.
I haven't had to deal with mites yet (*knock on wood*) but Revolution has been reported to be safe even on pregnant hedgies so I would definitely go that route.
As for precautionary treating, I don't really see a point to it. To me, that almost seems like taking antibiotics "just in case", which can cause problems in the future with weakened immune systems. I would just stay away from wood products (I'm a big liners advocate), and keep a watchful eye out to make sure there are no signs of mites. Rescues/rehomes should always be isolated for 30 days anyway, as pricklesnquills mentioned. Being sure to wash your hands, change your shirt, and not use any of the same toys/equipment in the same cages should be enough to keep the problem from spreading to an original hedgie, and if the new hedgie is in isolation you should be able to notice any signs of mites in that 30 day time frame. I personally wouldn't precautionary treat.
