My juvenile Ball Python took his third feeding this evening. The first was a small fuzzy, the second was an adult mouse, and tonight's was a hopper (he swallowed the adult mouse last week, but it sure looked larger than he should have had to me).
The first two feedings were using previously frozen prey, though tonight's was a freshly "whacked" mouse since the reptile shop was out of frozen. I feed him in his terrarium, in which I use newspaper as a substrate. I have a pair of long nosed needle-nosed pliers which I've scrubbed clean of any manufacturing residue and then covered the tips in "Heat Shrinkable" tubing to provide a less abrasive surface. I use those to present the prey to the snake so that 1) my hand is out of "accidental strike" range, and 2) the appearance of my hand doesn't get associated with feeding. Some owners use long medical style forceps for the same reason.
Leaving him in his terrarium for feeding helps keep him relaxed and ready to feed. By no means, though, am I suggesting that those who move the snake to another container to feed them are doing it "wrong". I'm simply relating what's been working with my snake. Your best bet will probably be to talk with the breeder you get your snake from and find out what the individual you're buying is used to.
As for diet, you've probably already gathered on here that most baby ball pythons are started on small mice such as pinkies. Moving to rats early is a good idea, as rats of the same size as the mice you're feeding are younger, and I'm told, therefore easier for the snake to digest. I'm guessing making the switch to rats earlier also probably makes it easier, as the snake will be less likely to be "set in its ways". One rather amazing thing about snakes is that they can eat pretty much the same thing every meal for their entire lives and still manage to get a balanced diet out of it. Whether you believe they evolved that way or were created that way, it's still a pretty cool trait of nature they have. Couple that with the fact that mature specimens can endure prolonged periods of fasting with little to no ill effect, and you have a very efficient creature indeed (I've read of adult ball pythons that have gone as long as 22 months between feedings with no long term ill effect). For us as owners, this makes a nice trait as you can feed your snake before going on vacation, and unless you're taking a round the world cruise or some other real long term vacation, you can simply have your housesitter make sure the snake has plenty of clean water and the snake should be fine the whole time you're gone. You will find that some people are very squeamish when it comes to the idea of dropping a dead mouse or rat to a snake, so this characteristic works very well for all concerned. 
Hope that helps!