I just happened to chance upon this so I joined up to pass comment.

You can buy captive bred Cheetahs from Europe and South Africa from £6,000.00 to £9,000.00. Should you decide to do this make sure it has the official paperwork to prove it is captive bred and has had a rabies jab and other essential vacinations. You are best to get a male at about 3 months old and bring it up in the house. If you have a dog they should play with each other (as long as the dog is friendly) and be friends for life. He will want to sleep with or near you which you must allow him to do as it will form a close bond. If left alone or neglected he will call continually. Any outside area needs to have a 3 meter fence or wall with an overhang. The best food food for them is venison or horse meat but they will eat chicken, beef or lamb. Only the decent cuts though no rubbish and no fat. Give them it with the bones as they will crush, eat and digest the small ones which is good for them.
They are best on a body harness (Husky race ones are excellent) and should be attached via a lead to a waist belt. Getting them to walk though is not so easy as all they want to do is lay down and play with their tail. On the other hand they will want to chase anything that moves, dogs, cats, bikes, kids and so on.
As they get older they will start to test you, a quiet but stern command and a tap on the nose should suffice, but be consistent so as to set the ground rules early and not confuse him.
They become well socialised and will not be too timid but they do have a tendancy jump if suprised as they are not a confrontational animal. As they get older they become bolder and will bite and use the big claw on the wrist on people they dont like, including kids. The bite is powerful enough to puncture a car tyre so be warned. A small fire exstinguisher sprayed from behind the head will get them to let go if they ever do bite but it best not to get in that situation in the first place! A male will also start to spray to mark his territory as he gets older which is non too pleasant indoors.
This is just a brief, unemotional but objective summary. They are the easiest of the big cats to manage and love to play and have a fuss made of them.

On the practical side, it will take over your life for 20 years, a serious commitment. You will have all manner of critism directed at you and you will find yourself having to justify what you are doing to others and eventually yourself. So if you do get one make sure that is sits right in your own mind.
Saying this trained wild trapped Cheetahs have been used for thousands of years for hunting and only 60 years ago were still being used to catch Blackbuck.
As for the comments from others about Cheetahs still being taken from the wild I would like to know more of this. The nearest wild ones are two small populations in Iran and Algeria.
I await developments!!!!!