You dont have a petstore around that you can get frozen from? Most of the time you have to ask for them and they keep them in back otherwise you wouldnt know they kept them in stock. I would call around and see.
Even the big box stores have frozen rodents (petco, petsmart)

If you cant find any frozen then yes pre killed would be best IMO.
How large of prey are you feeding the snake?
You can make a Co2 gas chamber or use dry ice, theres plently of info on a DIY gas chamber online.
Or what I usually do....please note this is GRAPHIC...
If you can stomach it, I just double plastic bag the live rodent and smash them on the kitchen floor. Instant death and it is not messy. Just make sure you do it hard enough the first time or the poor thing will not be dead yet. Sorry if thats graphic to some people but Id rather die quick in that way rather then put in a freezer, but thats just me.