I do actually! I have a male and a female rat breeding pair, though since I have one snake only they are more pets than for food production. I have them on CareFresh bedding, and they've never stank to me. Breeding rats that are crowded most of the time and kept in tubs probably will stink, but mine are kept in a huge CriterNation cage.
Like I said, I have a really good quality air purifier in my room so that helps with animal smells.