Like Faceless39 said, it depends completely on where you live. Most restrictions apply in California, Alaska, Hawaii, Pennsylvania, Massachusetts (wikipedia).
They are very dependent animals, but I don't believe to that extreme. They are very social, and need to be interacted with. That's why it is recommended that you buy not just one but a pair of sugar gliders. That way when you are not around they are still able to socialize. But they are very affectionate and will form very strong attachments to their owners.
I've wanted one for a long time, but they are pricey, and I just haven't been able to summon the space, money, or time to devote to one.