Welcome to the boards. Those are some pretty good questions.
As you probably know you can expect a chinchilla to live about 10 years but some can live upwards of 15. Hedgehogs live somewhere around 5 years from what I understand so I can see some wisdom in that. Most people seem to be successful with using fleece cage linings but not all chinchillas are compatible with it. There are some who will damage and chew it up which can be a serious health hazard if they swallow it or get tangled in it.
Buying from a chinchilla farm isn't something that I'm too familiar with other than you certainly don't want to get an older chin from there because they are not well socialized. Most people (who don't go to pet stores and there are certainly good reasons not to) obtain their chinchillas from hobby breeders that don't usually have more than 30-40 chins. I suspect that if you get your chinchilla from the large ranch that you would want it pretty young and freshly weaned which shouldn't be that hard to do. You don't want to get one that is too young or you will end up with behavioral and health problems. 8 weeks is the earliest safe threshold but sometimes they need to be nursed a little longer. It is something a breeder might be able to discern if they are familiar with the individual kits. The best thing you can do is ask questions. Some large operations will breed for pets that get extra social attention. All of their chins should be very well cared for regardless as the fur must be flawless. As you might know fur slippage occurs when chinchillas get nervous and it can come out in clumps.
I would not rule out getting a kit from them as they will likely have the best breeding. Otherwise a hobby breeder that is nearby that ranch probably has some breeders from them that come from the shows. Large fur ranches are a very important source of breeder chinchillas since their lines must be impeccable.
My experience with craigslist was not good. I got my first chinchilla from someone who at the time I wasn't aware did not properly care for chinchilla. He got him from a pet store. Although he pretty much gave him away for a token price including the cage, which was nice, the animal was not healthy, or tame, and developed malocclusion. I'm not sure if it was genetic or if it was caused by a poor diet prior to when I obtained him. Perhaps it was both but I ended up euthanizing him and driving 150 miles away to get one from a breeder. I chose them because they had a good pedigree that I trusted. There is much less of a chance of getting genetic problems when the breeder knows what they are doing. I had a choice to buy a chinchilla that was 4 months and had a calm disposition (of which there were many), or get one that was 3 months and was hyper compared to the others. I decided to take the gamble and take the hyper one because in theory the younger you get your pet the more malleable they are to be tamed and bonded. I think he has bonded pretty well to me. I worked with him every day and it was about 6 months before he settled down and became super tame. Babies are more active than adults just like any animal. Early on I did get bit a couple of times so he didn't start out ideal by any means. I know that my confuse the issue somewhat but I think what matters most is how you work with your pet. A chinchilla that doesn't move around very much could be a sick animal so beware of that too.
Price points will vary. I'm sure you don't need a $10,000 breeder with some rare mutation. A standard grey costs about $75 from a large ranch, and about $100 to $150 from your average hobby breeder. If you want to breed you definitely want to go to the show and scope it out. If you want a common mutation color (like beige, white, violet, or ebony) those are usually $200 to $250. Rarer mutations may be higher. Often there are discounts if you want to get a pair. (And you need a same sex pair when pairing or you will become a breeder).
I paid $150.00 for Kulu, who is a standard. The breeder was a little higher than normal but her herd had decent stock. (He grew to be 520g and probably would have shown well.) I would have preferred to get a standard bred to standard kit but those weren't available. And one of her selling points was the kits were well socialized. That I believe because the older ones were very calm.
Opinions on what the best foods are will be varied even by experts. I recommend a visit to tjschinchillasupplies.com. They have a variety of foods that are good. There are plenty of foods marketed for chinchillas that are very bad and will cause your pet to die young. I don't think you can go wrong with any of the products TJ's carries because they do their homework. You will also need loose timothy hay. Other hays can be used if you want to research them but timothy hay is very common, works well, is cheap, and hay is a requirement in addition to pellets to keep their teeth trimmed. If their teeth overgrow it will result in a nightmare that you won't want to deal with and possibly a dead chinchilla. Trust me. Also provide them constant access to wood chew toys. Pumice is also good. I get my hay from walmart but you can find it just about anywhere. I recommend reading about how to make sure your hay is fresh and safe at the store but since you own horses you probably know.
Bedding is going to depend on the cage. Fleece has a lot of advantages if your pet won't chew and destroy it. Kiln-dried white pine or aspen is safe and industry standard. Never use cedar chips as they can cause pneumonia and allergies in rodents. The cage I have has a wire floor and separate cage pan underneath. The advantage is that he does not come into contact with his bedding and I can use an absorbent puppy pad (that he does not have access too) in the corner where he urinates. It is a very convenient setup.
If there is anything else please ask.
PS - looking forward to seeing your pics.
