I guess it would come down to cost if they don't have feeders. If the price of on pet rat is the same or less then the cost of 4-5 mice then you might as well. Personally I prefer live but in your situation you might want to look at mail order. Not sure if anyone ships pre-killed but it's worth looking into.
For me 5 feeder mice was I think 8.93 or something like that, and the pet rats are like 6 bucks or something.