I have never given my ball pythons rats, I had a BP when I was younger and we only ever gave him mice, lots and lots of mice generally, he really enjoyed them but we never saw a need to switch him to rats because he always enjoyed mice.
My new little guy is still on fuzzy mice, going to work on switching him to f/t though, in the hopes of saving a little cash and to make sure that it's easier to store them. Though I don't really object to live feeding being able to store food before I give it to him is a real plus.