We do a "eat what you find" trip every couple of years in which we bring our normal backpacking load but instead of food we bring .22's and fishing poles. This trip is awesome!
On the trip fish is always the best delicacy because what we harvest with the .22's are snakes (actually very tasty), squirrels (Fox and Black/Gray are good, red is very gamey), porcupine (horrible, but we've eaten 2 of them. One was lactating and my brother drank the milk and didn't die. It tasted like pine tree milk). A rat would be right at home on this menu. We tend to cook all the meats a bit more than you would cook venison or other trusted meat. Since wild rat would have a similar diet to squirrel or rabbit I would imagine the flavor would be the same.
P.S. rabbit is great and best when cooked for longer periods (such as in stew or roasted). Fire-cooked rabbit is usually quite tough but has a mild flavor and is less stringy than squirrel.