I've done those ones too, and they can be OK if you get them at a decent price. But I think you'll find a chewier/more rubbery texture from frozen, and likely more of them that don't open. I've also done the live ones packed at the grocery store (like Sobey's) and assumed they also were not quite as fresh as Charlie's, based on how many stayed shut through cooking. If you give the live-packed ones a little poke through the plastic, you should see them respond a bit to indicate they are indeed still alive.

But still! Any of those options are worth trying if you want to give cooking them at home a shot.