Through the years I have met many rats that have been succesfuly leash trained. The trick is to start with a very very young rat. Once they get to a certain age they just seem to be so less tolerant of things being placed on their bodies, like leashes or hats or ratty costumes, hehe. But if you do start with a young ratty and just keep it up all the time you will have actualy no problem what so ever with the leash thing. I would use the velcro harness that they make.
It is really a personal choice as to which sex people pick. Boys are much more laid back, usually, but they can mark (and some people are just not into peepee on them, hehe) Than again girls can be just as loving, and way more active and adventurous. Let us know what you wind up picking. I agree...make sure you get a same sexed pair.