If feeding frozen/thawed is working out for you, there's really no reason to switch. If its eating, then the snake is content with the food source. Trust me, it's not sitting around in its enclosure wishing a live rodent would wander in.
If you really feel like you need to switch to live....then please do so carefully. Be sure the rodent is the right size for your snake and not too big. (The bigger the rodent, the more risk it presents) Treat the rodent carefully...you don't want it too freaked out and already on the defensive when it goes into the snake's enclosure. If you can provide it some food and water before you feed it off, all the better. You don't want a hungry rat doing taste-tests on your snake.
Finally...when you place the rodent in there, you have to stay and watch and make sure the snake actually eats the rodent. If more than a few minutes (20-30 at the very most) go by and the snake doesn't eat it, then you MUST get the live rodent out of the cage.
If you leave a live rodent in there (with the exception of pinks that are helpless) it WILL pose a very serious risk to your snake's well being.
One of the downsides of feeding live is what to do with the rodent if the snake doesn't eat it. Be sure you have a plan for that before you try it. Your snake(s) may very well freak out at their first encounter with a live rodent in their face.
Good luck with it.