We don't know a lot of the details, but Roman hostage would generally be younger, kept in Italy, and treated well. The exchange of hostages was a treaty provision and the details would have been negotiated like anything else. I can't think of any particularly well-attested Gallic hostages, but there are a few well-known others.

The practice of taking diplomatic hostages generally assumes a few things:

1. The hostages are someone you'll regret losing.
2. The hostages will return unless the treaty is violated.
3. The hostages will be treated well until they're returned or executed.
4. It is commonly believed that the hostages would be educated in a Roman household to instill a pro-Roman view, which would come in handy when they were back home and running the government. Caesar doesn't mention this explicitly, but he's well aware of the benefits of soft power, mentioning that the southern Gauls were the easiest to subdue because they had already adopted so much of Roman culture.

That said, 'hostage' is a big category and the two most famous examples don't really fit the above scheme.

Polybius, the historian, was taken with about 1,000 other Achaeans around 168 BCE after the battle of Pydna. He was around 30. The group of hostages was held in Italy until 150, though by that point Polybius had befriended Scipio Aemilianus and had probably accompanied him out of Italy. After the destruction of Carthage and Corinth in 146, he spent a few years as an independent but pro-Roman agent in Greece before touring the eastern Mediterranean. He wrote a history of Rome in Greek for an eastern audience sometime between the last part of his 'captivity' and his death around 118.

It's probably a stretch to call Herod Agrippa a hostage, but he was the child of a Roman dependency's monarch who was held in Rome during his minority. He was a close friend of the imperial household and educated with Tiberius' son Drusus, but after Drusus' death he fled Rome to escape his creditors. Eventually he took the throne of Judaea.