I don't think there's really much difference in keeping them, to me I don't like keeping rats because they're more needy, and I feel bad if I don't play with them, and then I play with them and don't want to feed them.
The downside of mice, is that your ball pythons can outgrow them. You'd have to be feeding tons of mice to one snake, instead of one or two rats. I think that's the biggest difference.