I always pre-kill my stuff (if I have to do it myself) through cervical dislocation. This can be accomplished by pinning the rat's neck right behind the head (where the spine goes into the skull) with something like hemostats then yanking the tail as hard as you can. Alternatively, if you don't trust your skills to do that - and don't try if you're uncertain - you can use the bag method or hold the rodent by the tail and swing it onto your wrists or kneecap.
Also, CO2 gassing has to be done a certain way to keep it humane as well. For one, contrary to what's commonly believed, one should not just throw a rat into a plastic container with dry ice as this instills panic since the rat feels its lungs suddenly flood with carbon dioxide. (People respond similarly when we do something such as holding our breathe too long - our diaphragms, like the rat's diaphragms, are responding to the lungs being overloaded with too much carbon dioxide in such a short time period; this instinctual response is not specifically caused by a lack of oxygen but is initiated by carbon dioxide) The introduction of CO2 must be gradual. If you're unable to employ a proper CO2 method though, then just refer to the first method.