Maybe I'm biased, but since I do understand wanting (hopefully established, if you REALLY want good rats) breeder rats, so I really see it like this:
Rescue/shelter OR Breeder (depending on what you are looking for)
Craigslist, Kijiji and the like
Pet store (last resort)
Also, the rat community is known for "Rat Trains" (transport), so not having a shelter/rescue nearby doesn't mean much. Most of my pet rats are from Michigan, one is from Canada. It's worth trying if you do want to rescue but don't have any rats in need nearby. We drive 2 hours to meet up with people (more if gas money is supplied), and our rescue rats have gone to Michigan, Tennessee and even Missouri which is pretty far from Ohio!
All that said, even as a rescue I don't "bash" those who purchase from pet stores. I just hope anyone who does knows they are supporting the pet store by doing so, and if the rats are from feeder tanks, that they're supporting that by opening a space for another. As long as they know that, who am I to judge? I do think, though, that if there are rats in need in your area, it's best to consider then first.
Anyhow! Treats are always wonderful. Some believe in forced socialization and some don't. It's a personal preference. My approach is a mix of everything... I give rats a day to experience my voice, presence and smells as I fuss in the cage, talk to them, feed them, give them treats, etc. Then I move onto having my hand nearby (unmoving), petting and picking up. Once we're there, depending on the rat [as I'm referring to rescue rats since we do not adopt rats from anyone but ourselves anymore], I attempt "hand time" for as long as they can handle it, and work our way up from there. A LOT of the rats that come in are scared out of their wits, and some have had bad experiences or suffered abuse by humans. So everything is on a case-by-case basis, seeing how they're reacting and whatnot. However, I'd say you probably wouldn't want to start off with rats like that if you're new to rats.
So the advice everyone gave above for actually choosing your rats is great.
Wow. I talk to much.