I feed live as well...when I got my snake I was living in the dorms and it wasn't feasible to leave a frozen rat out for how ever many hours. I did it once as well when my friend had one she had already thawed but her snake wouldn't eat. It grossed me out as well and my snake didn't take it. I'm definately a much bigger fan of feeding live, when it's done properly.

Just make sure it's the right size prey and that you supervize until the rodent is dead. There are risks with frozen, just like there are with live, so which ever you do, just be sure it's done properly and go with what your comfortable with!