Honestly, pre-kill and especially frozen-thaw is a cheaper and more convenient way to feed. The only real pro of live feeding is watching the beauty of nature in action.

Basic guide to switching:
1) Hold live rat on tongs for a few feeds
2) If that goes over well, kill the rat immediately before feeding and hold on tongs.
3) if the snake seems to be doing well on prekilled off the tongs, start offering frozen thawed off the tongs.

This is what several people I know do when they get a snake they need to switch over and it works for them.

Hope it works for you too, if you decide to go that route.