I kept rats and rabbits as pets when I was younger.
However, I've never kept both in the same cage, though I did have a rabbit and guinea pig which co-existed very happily for many years.
The main problem I believe would be with the rat, rats tend to be either one of two types, they're either really tame or really vicious. If you ended up with a vicious one they would probably end up killing each other since rabbits too can be quite vicious if provoked.
The other main problem I would forsee is the relatively short time which rats live. Most tend to die of cancer after 2 or 3 years, whilst the rabbit will easily live for 8+ years. The rabbit might not be too chuffed about losing it's 'best friend' and could decide to pop off as well.
[Edited 2005-10-14 13:07:17]
Statistically, people who have had the most birthdays tend to live the longest.