My favorite bedding is actually untreated wood stove pellets from the hardware store. xD In the winter, you can buy a 40lb bag for $5. They smell pleasantly woody. Just make sure they aren't treated with any sort of accelerant/fuel and you're good. I usually stock up on a few bags at the end of the season.
I've also used Aspen and Carefresh in a pinch, though they're not my favorite. The Aspen gets EVERYWHERE with its little shavings and the Carefresh doesn't control odor all that well.
+1 for Oxbow and Harlan Teklad blocks. I've fed both with great results. Good treats for training are the Gerber baby puffs you can find in the grocery store. They're much less processed-sugar-craziness than pet store treats like yogies.
I've kept rats for many years, so please feel free to PM me if you have any particular questions!