Yeah, those rolling balls are terrible for rats. The only rat I've ever seen enjoy it was a 4-wk old baby, and it got sick of it after a few minutes.
And wheels aren't necessary, as long as your rat's got plenty of space to run, and cagemates & toys to keep them entertained. However, I'll never have a rat without a wheel, because mine all seem to love it. Even my new boys have taken to it, and one of those guys is over a year old. (My cage really doesn't have good floor space, so the wheel is great for them to get exercise.)
Plus, with some wheels, you can put sandpaper underneath the mesh and wear your rat's nails down. I just tried that recently, and the runners are a lot less scratchy to hold.