Live animals are not shipped with baggage. They are kept in pressurized, temp controlled compartments.
I've used continental airlines with success, plus they don't require a health certificate which saves some money. You can have the rats in the same carrier, in separate compartments. Most breeders ship using a special shipping crate (Like Sugar Glider breeders do), but I have also made my own compartment, out of 1/4 inch hardware mesh like this: http://img.photobucket.com/albums/v200/eagleseye_rats/Rats/shippingboxangle.jpghttp://img.photobucket.com/albums/v200/eagleseye_rats/Rats/shipping-box-top.jpg
With continental, you can also attach 2 carrier together... I've never done that but some carrier types snap together. Then it counts as one box, but each sex is in a differnt container.