Forgot about the rat part... After having performed cervical dislocation on a rat... and not doing very well at it... I wouldn't use that method unless someone can show you in person. CO2 is the easiest IMO for a beginner (me being a beginner at that kind of thing also).

If you can get the store to prekill the rat for you, then that will work. If not, I'd advise getting a f/t one over trying to kill one yourself without CO2. If done correctly, CO2 will cause the rats to get sleepy before dying... So no pain or panick. If you watch a video and you see the rats darting around etc. it is because it was not done slowly enough and the rats are still awake and suffocating. To do it correctly, you have to slowly release CO2 until they are knocked out, then add a much larger dose and let them sit for several minutes to make sure they are dead.