Live does have the potential to get dangerous. You could try pre-killed for a while? You do not need a separate feeding tank. Sometimes people say they'll learn to bite if fed in the cage, but this doesn't seem to be true. Its purely optional, it can be a little easier to clean. If you do want to use one any container that's safe for a snake will work. I use a plastic bin from petsmart.
You probably want about a 40 gallon tank. PVC cages are really popular.
Medium or small rats every week and then switching to every other week sounds fine to me. Good luck with your new snek!