Yes, hand feeding is the way to go!
Usually, I break plain cheerios into 3 or 4 pieces for training treats or just quick treats to hand out before I close the cage, etc. My family always has several boxes of cheerios since we eat them for breakfast, so they are cheap and really convenient for me.
Any type of low sugar healthy cereal actually should be good treats for rats- cheerios, rice crispies, Kamut puffs, etc.
I've also heard of people using Gerber baby puffs as treats, but I can't imagine them being the healthiest and cheapest option- I've never actually tried them myself as treats though so I'm not really sure.
For liquid treats, you can use baby food, (most rats prefer meat flavored baby food) thick healthy smoothies, or pretty much anything else runny and low on sugar and bad stuff.
Most of the commercial rat treats will be too high in sugar, etc. and it's just cheaper and more convenient to make treats or use things like cereal. For example, I usually don't recommend buying yogies- they are so high in sugar that human kids would like them, and remember that sugar feeds cancer. I'm not saying store bought yogies are poisonous, I'm just saying they should be fed only on special occasions. You can make your own healthy yogies by spooning plain yogurt onto parchment paper and sticking them in the freezer.
@_dizzy_, do you mean the little Whimzee and Greenie dog chews?

Those are nice and help keep rats' teeth trimmed- I cut them up though since I'm afraid an entire thing might be too much.