Start the sentence with a negative. You will notice a rhetorical question will begin with "Isn't," "Wasn't" or "Weren't," for example. This grammatically sets up a rhetorical question.
End the sentence with a question mark or an exclamation mark. The punctuation that you use is dependent on the tone of the rhetorical question. A proclamation using a rhetorical question such as "Wasn't that game incredible!" should end in an exclamation mark. Otherwise you should use a question mark.
According to Grammar Girl on the Quick and Dirty Tips website, you may use a period to end a rhetorical question if you are writing a passage of dialogue.