What type of cage is good?
You can use a large aqaurium but I prefer wire cages since they love to climb and usually have multiple levels. Even better, you can use an aquarium for the bottom and have a wire cage top. Stores sell cage tops that have different levels and attach to the tank...does that make sense? Another option is a large bin, those offer alot of room, are cheap, and are deep enough that it's hard for hamsters to escape (though you need a top anyway).
What do they eat?
A high-quality hamster diet such as Harry Hamster supplemented with fresh fruits and veggies (not too many or the hamster may get sick) and occasional mealworms, pieces of high-quality dog food, or another protein source. Good treats are corn, sunflower seeds, and nuts. They should also have timothy hay available. They might not really eat it, but it's fun to burrow in.
How long they live?
Average lifespan is 2-5 years.
Do they get sick alot?
No, they're quite hardy. But if they do become sick they need immediate vet care as they go downhill quickly.
Do they need baths?
No. If your hamster somehow got dirty you could use a damp cloth but dry the hamster really, really well. I've personally never had to do this.
Do they need exercise everyday like my guinea pigs?
IMO, yes. I took mine out everyday. But if you get them out at least a few times a week it should be ok.
Is it best to get more then one so it has company?
Nope. Hamsters are solitary by nature. It's possible to keep dwarf hamsters together but they still could fight. I'd get a single Syrian hamster
Male or Females?
There are no real differences. I prefer females as I found them to be more affectionate but it's a matter of opinion