OK, so I have a few comments on this situation.
I kill the mice with CO2 gas because it is the most humane method. I put them in an airtight container and pump in the gas through a piece of aquarium tubing that has been "hotglued" to a whole in the lid of the container to create an airtight seal. Then I pump a slow stream of CO2 (same as in a paintball gun cartridge) until all the mice are not breathing anymore. THis method makes the mice fall asleep, and stops their hearts without any pain whatsoever. It only takes about 30 seconds may for several pinkies, and about 5 minutes for small adults. THe nice thing about this method, too, is that you can kill several mice at once rather than one at a time.
As for freezing while alive... this is not a good idea for mice of any size. Not only is it cruel but it doesn't always work. Most freezers aren't cold enough to get the job done. And then you have to kill them another way anyway!
I have occasionally fed live pinkies/fuzzies to my snakes, but it bothers me because if the snake starts at the tail end, they squeak the whole way down... maybe I'm just overly sensitive. I mean I'm no member of PETA or anything, and I do believe in the "circle of life" and all that, but why cause the food undue suffering when it isn't necessary?
As for live feeding, I did that at first when I didn't know any better. (A friend of mine fed live and so I figured that's what I was supposed to do.) I hated it, and then I found out why and how prekilling should be done. I heard a story of a mouse biting a snake on the head, killing it instantly, even while it was being constricted. I'm thankful that didn't happen to any of mine, and so now I prekill 90% of the time.
That's just my 2 cents.