Buying rats is a personal process, and where you choose to purchase your rats from will depend on your own wants, needs, and opinions.
Many people have their own opinions, especially when it comes to adopting vs buying from a pet store. Getting a new pet isn't a decision to take lightly - no matter where it comes from. I'll outline each method, enabling you to form your own opinions.

Adopt

Adopting is a great solution for many people that want rats. And yes, you can even find baby rats at rescues! Need an older rat for your lonely rattie at home? Perfect!
PROS:
You can save a life and change a rat's entire world! By adopting, you are no longer supporting backyard breeders and pet stores that breed large numbers of unhealthy animals for profit.
CONS:
You're saving a rat that may have had a difficult life and therefore may have trust or temperment issues. Some rats that were surrendered may have special needs or illnesses that their previous owners could not care for. Of course, each rat is different & if you're looking for a perfectly healthy, happy rattie...I'm sure a rescue will have the perfect one for you!
Rattery

Reputable Ratteries are important in the fancy rat world! They are breeding for health and temperment - ensuring the improvement of the species!
PROS:
A good rattery does not operate for profit. They are invested in the hobby of improving rat health, temperment, and types (markings, fur, ears, etc). Often times, you will be placed on a waiting list and will be able to pick out your babies and bring them home at 5-6 weeks old.
CONS:
Waiting lists back up because good ratteries will not have too many litters at once. This means that you may have to wait months for your rats.
OVERALL:
My current rats are from 2 ratteries that have bred out tumors and other illnesses out of their rats for the past 10 years. They will not let you take home a rat without it having a friend, the proper cage, bedding, and food. I recommend buying rats from a rattery when that's an option for you.
Pet Stores

Pet Stores breed for profit so be careful when choosing your new friends. Look for bright, healthy eyes, healthy weights, and a friendly demeanor.
PROS:
You don't have to wait for available rats because pet stores have tanks full of them. You are able to save feeder rats, and give proper homes to the pet only rats.
CONS:
Since pet stores sell rats for profit, health and temperment are often overlooked. You may need to work with your rats in order to build trust, and you may need to take them to a vet for underlying medical issues.