Freezing is not humane except for pinkies (and I personally don't even know about then).
There are stickies in the DIY forum on making a CO2 chamber using either dry ice or a paintball cannister. Both will work but it depends what you are planning on doing.
If you are going to euthanize a large amount at one time, dry ice may be more cost effective.
If you will be euthanizing a few every week, definately get the CO2 cannister. There is not a good way for most of us to store dry ice so you will need to keep replacing it. A paintball cannister is something you can always have on hand.

Just make sure you read the stickies on how to do either method, the key is a SLOW release of CO2; a rapid release is not humane.