I've been breeding my own rodents since 2003. At first, I had some mice for corns that I used to breed. But eventually, I got into boas and certain pythons and rats quickly became the main food source for my snakes. I don't breed mice anymore and have a modest colony of rats that consist of about 20 pans. It's work and the food bill isn't really that expensive. The convenience of having my own supply like Clay mentioned is awesome. I can't see paying someone. Now, the smell is something else. I change my trays every 5 days because I keep the rodents in the garage. However, when I open the garage door sometime the smell is strong. My wife hates the smell of rodent piss. So we decided that to buy a shed for out back. I think that'll be the best compromise.
Once I sold a rodent rack to a police officer who told me he kept the rodents in his bedroom. Jesus, that's just gross.
You can get started stock from various sources: shows, breeders, trades, or the pet shop. Just be aware if you buy from a pet shop you'll be paying out the nose.