I have no ethical problems feeding live - as long as it is humane. Trying to "stun" the prey just makes it injured, scared, and in pain - not fair to the rodent or the snake that is now dealing with a prey item that is confused and defensive.

Feeding frozen in more convenient for me (I only have one snake) as he goes on hunger strikes regularly. . . this would leave me with a live rodent that I now have to care for until my snake is ready to eat. Not too big of a problem, I actually love rats as pets, but I'd either get attached or have a feeder rat that hated my guts and was a pain to deal with.

I've fed live prey to at least 80 different species of predator, from reptiles and birds to mammals - it always comes with a risk (unless the prey is something helpless). But even feeding live crickets to a small lizard can end with a lizard with a chewed up tail. The risk is always there and as long as you are capable and willing to deal with accidents then feeding live is fine. Snakes get bit in the wild, some heal some get infections - its' part of being a predator. But since in captivity I can offer safer (if less natural) options then I will.