A lot of the thawing methods seem so extravigant! I do as MrLang does. Stick in a baggy, sit it on the counter for a couple hours until it is room temp, done.
No messing around with water.
The only time I use water at all is if my ball python is picky, I stick the baggy in a cup of hot tap water for a few mnutes to warm the outside (I suppose you could warm the outside however you like, so long as it doesn't cook the inside). The larger the prey, the longer you may need to warm it.
I don't do this with my corn snake though; she's not very picky in comparison.