Rodent houses are a must in a rat cage.  Rats love to hide and cuddle up together when they sleep, so a house is ideal for this.  You can get all different kinds, from igloos to ferret nests.  Or you could make your own from an old ice-cream tub (remove the lid, carefully cut an entrance in the side of the tub, being careful of any sharp edges, and turn it upside down).
Hammocks are another ideal, to give them a change for sleeping (or chewing to pieces!).
Food bowls and water bottles are a must.  Be sure to clean them regularly to prevent bacteria from growing.
PVC drain tubes are an ideal size for a rat to run and climb through and are easily hung from the inside of most cages. 
Ladders, platforms and ropes fixed within the cage may also provide more stimulation. 
Small branches of apple wood placed in the cage provide not only something to climb on, but a chew to keep the teeth down.
Rat wheels can be bought.  Be careful of open wire wheels as their feet may become lodged and limbs can get broken.
For more ideas on what to put in your cage or buy as play things, please see:


Ferrets About

Martin's Cages

Pet Planet

Pets Direct


The Ferret Store

The Rat Warehouse