Sorry have to add my two pennies in here.
My boys are incredibly lazy, past the age of 6 months they start slowing down a lot. If you want a rat to play with for longer and even teach tricks then go for girlies. If you want super squishy cuddle monsters, go for boys.
Females, however, can be prone to mammary tumours.
My girls, and my boys, pee up the wall through the cage bars. So no I don't think they are as clean as you make them lol Some scent mark more then others. Once I had my girls spayed they didn't do this anymore so my feeling is that its hormonal.
Rats can be litter trained but mine didn't want to know.
I would never recommend megazorb or carefresh now having had a bad experience. I use plain cardboard squares available from your local horse beding stockist and usually as cheap as shavings. It comes in 20kg bales, mine costs £6 a bale.
I have a Furet Tower with 10 rats in and an Abode with 4 rats in. Both are good cages, the Abode is available from the Just Cages website and can be relatively cheap.
The Furet Jenny is a good cage for two rats, lots available on Ebay but make sure you get the version with the painted bars to avoid rust issues. Freddy 2 cages (blue bars, yellow base) are always on ebay. Okay for two rats but make sure they get a lot of out time. Personally I would pay for a bigger cage like the Abode because you are going to want to get more rats :)
And yes, my rats smell more then my mice and hamster put together but I do have a lot of them :)