Please, NEVER buy a sugar glider from a pet store. As with pet store puppies, pet store gliders come from "glider mills" where joeys are mass-produced and taken from their mothers too early.
Many great breeders ship their joeys. http://www.thejolleygliders.com/ This is my favorite breeder. She's located in CT but she has fair prices, beautiful gliders that come hand-tame and sweet, and she's a respected member of the glider community.
Sugar gliders can be good pets for the right people. A standard grey glider will cost around $150 on average. Color variations such as white face, lion, white-tip, ring-tail and leucistics will cost more.
Their diets must be prepared at home (as sugar glider diets in stores come as a dry kibble, and gliders can very easily choke on it as they suck nutrients from their food rather than chew it.) I feed BML- http://www.angelfire.com/nb/sugarglider/leadbeat.html
Gliders sip from a water bottle that should be cleaned daily to remove bacteria.
In addition to complicated dietary requirements, they also need extremely tall flight cages (price of which can be more than $150), along with toys, a specially made exercise wheel and daily socialization. Bonding to a new sugar glider can take months and involves wearing the glider's sleeping pouch on your body so that the glider becomes used to your scent and movements.
Gliders should be housed with another glider or more. They're incredibly social animals and live in large colonies in the wild. These are nocturnal animals. When you're in bed at night, they're up and partying.
They can have a smell. It's a very faint smell, but a smell nonetheless, and it's a mixture of maple syrup and pee. You have to be standing right next to the cage to notice, but still.
Gliders make a variety of noises. The two main ones are barking and crabbing. Crabbing is bizarre and sounds like a party noisemaker; they do it when you've disturbed them or they're upset. Barking sounds exactly like what a six week old puppy sounds like when it barks. These noises can get rather tiresome because gliders are nocturnal and get very loud at night.
Finding a vet that will treat sugar gliders can be extremely difficult. Should you decide on a glider as a pet, be sure to find a vet first. Gliders can suffer a multitude of medical problems including vitamin deficiencies, which is why diet is so important.
Gliders will urinate and defecate when they please, where they please. They cannot be litter trained. It's just a fact of life. I don't mind being covered in trace amounts of pee, but some people..
They also live to be quite old; 15 years.
I've got a colony of four and they're absolutely amazing to watch. I have a strong bond with them, they're all very sweet. But I wouldn't recommend them to just anybody.
If you think you're STILL interested in temperamental, moody, curious little acrobat who barks in the middle of the night and requires a very intricate diet and intense bonding, check out http://www.sugarglider.net - It's a forum filled with knowledgeable, dedicated people who can help you decide if a glider is for you.
Good luck!