Gina, my girls will sometimes carry their food from the uppermost part of the cage down two flights to get to the litter box... it's also a common place to stash food, LOL. I find this extra entertaining as there is already a litter box in the uppermost level... but that one is no good for eating in, apparently.
Rats pee pretty much everywhere, especially where they sleep, though. So litter training doesn't usually work too well in that respect.
My biggest tip is that most rats already have a couple corners where they like to poo, so stick the litter boxes there. Wait... Melissa covered that already. Sheesh. I'm so on top of things.
I use a shallow tupperware in one part of the cage, and one of those stacking bin things in another. I only recently put litter boxes back in for my girls and they have taken to it quite well. I stopped because I was having trouble getting the fleece to stay in even remotely the right spot in the bottom of the super pet cage. Now with my new cage it makes much more sense.