In our lab (on mice) we have used HWT on several occasions and it's very simple, cheap and fast to perform on large number of animals. It certainly gives you info about animal state.

For similar purposes rota-rod can be used i think (but not 100% sure).

Lauren-  Sedation in rats will impact nearly any behavioral test that you choose.  The horizontal wire will directly assess deficits in muscle tone that could be indicative of a sedative.  Setting up the test is cheap and collecting data is fast, however, you need to be prepared to correct your data for sex, age, body weight, etc as these factors will influence the outcome independent of the presence/absence of sedation.  Comparison to baseline would be appropriate as well if your experimental design allows.  

Muscle tone loss seen with sedation can also be measured with a grip strength meter (IITC or other) or an inclined screen test (more time intensive, but utilizes all 4 limbs rather than just fore).  In addition to muscle tone loss, sedation will cause deficits in balance and coordination as evidenced on a rota-rod (expensive equipment item) or beam walk (easy to make hardware or craft store supplies).  Sedation will cause delayed reaction time to thermal or mechanical stimuli which can be testing using commercial equipment like a Thermal Analgesiometer, hot/cold plate, von Frey monofilaments.  There are publications utilizing DIY hot/cold plates, and hot/cold water baths with tail dip and a stopwatch.  Additionally, you could look at locomotor activity as a measure of sedation.  Commercial force plate actimeters are available which automate the measurement of activity (and generate LOTS of data), or you can place a simple tape or sharpie grid over the bottom of a storage container and observe line crossings while the animal moves freely in the box for 1-5 minutes.

In short, there are any number of ways that you can non-invasively assess sedation.  There are many expensive commercial options as well as some simple DIY opportunities...depends on how important this piece of data is to your overall experiment and how robust the sedation is that you observe.  I would suggest that  if the documentation of sedation in your experiment is novel or important, that you consider utilizing two (or more) of the endpoints above preferably from different modalities (muscle, sensory, locomotor) to strengthen your observation.

I had a very good experience with 30 min home cage activity measurement for this purpose. Locomotor activity was dose-dependently reduced by diazepam (0.5 mg/kg, 1 mg/kg, 2 mg/kg). In brief, Wistar rats were injected 30 min before moving to the separate behavioral room, to the clean cage without embedding (cage was transparent, surface was dark) and videotaped from the top for 30 min; the activity was analyzed online from the video by EthoVision program (any video tracking software available to you will also do).

Thank you all for your answers.