I've always wanted a Chinchilla
I've got 2 chinchillas, sisters called Flippy and Flakey (kudos to whoever guesses where the names came from).
They're great pets...keep you amused with their antics but REALLY need a MAHOOSIVE cage to get the most enjoyment out of their lives. Ours currently live in a 2-story cage, which used to be 3-story but since we moved we had to make it a bit smaller.
They don't take a massive amount of looking after, just making sure they're fed and watered daily and clean the cage out every week or two. They also tend to fling fur and poo out of the cage into the surrounding area, so it's not uncommon to find random chinchilla turds inhabiting rooms on the other side of the house after hitching a ride on someone's feet. Well easy to clean up after though.
Exercising is easy, either let them out in a contained "run", or buy something like the "UFO" wheel for them. Watching them run in the UFO is amazingly fun, but very noisy. Hamster-style wheels which you put them inside are BAD BAD BAD for chins.
Also keep them away from anything valuable. If you put anything close enough to the cage, they'll rip their way through it in a few hours.
Bathing them is a delight. They bath in volcanic dust to keep their fine fur clean. To do this, they climb into the sand bath and roll around like little maniacs, digging then flopping.
They also make the best noises, especially when sleeping. When they're happy/delighted with whatever they're eating they make these little "clicking" noises, and when they're asleep they go "mrrrrww mmmerrwww mrrrwwww!!!" occasionally. They also tend to bark at random times when they feel like it. Very cool little animals.
Cheeky little things too - they like to torment our dog by climbing into the lower part of the cage then clinging onto the bars and sniffling at him. Gets him well worked up.