Rather - like 'prefer': "I would rather live in Italy than Australia." Further - refers to going a greater distance than traveled (as exemplified above), or you may hear 'furthermore' which can also be used when adding information to an argument, for example. "It wasn't my fault he fell over, and furthermore he lft his shoe laces untied, against my advice" :)

I would rather go further down the road to find a better place to eat instead of going back to Mcdonalds.