I doubt you'll want those animals to come into contact with each other. Ferrets are predators, like cats but more unpredictable and can get through much smaller spaces which could be a recipe for disaster for your chinchillas. Sugar gliders I don't know too much about other than they are omnivorous and extremely territorial. Chinchillas are territorial as well and much larger, probably more of a danger to your sugar glider if they meet face to face. Health-wise I expect the sugar glider may carry more types of unknown pathogens because of their exotic nature. I have a friend who has a chinchilla and a sugar glider and doesn't have any problems.
It is common practice to quarantine new animals for about four weeks. Just keep them in separate rooms during that time and watch for illness. Of course you'll have to educate yourself on what to watch for and if illness does crop up make sure it's completely taken care of before sharing a room. Some chinchillas can become overly stressed with other animals in the room especially if they are noisy so be careful. If in doubt house them in separate rooms and certainly don't the ferrets loose around chins.
Note: I'm not implying the chin and the sugar glider are bonded. They just live in the same house.
