This was new to me. I've heard of hairless rats and mice and even some breeds of dogs and cats and my favorite the naked chicken but hairless guineapigs and hamsters!
I found a site devoted to two strains of hairless or nearly hairless guinea pigs called the Nearly Hairless Cavies Club. Through some links I also found out about the "Alien Hamster" - a nearly hairless beast that deserves the "cutest of naked small mammals" award. Ugliest goes to the naked mole rat.