Live lobster will always be better than any frozen lobster. Once you freeze lobster meat it shrinks making it much more difficult to get out of the shell and worse, it drys the meat giving it a chalky flavor. If you have to buy frozen lobster tails, buy on the cold-water tails from Maine and Canada. Avoid the warm-water lobster tails because they are much more expensive and more subject to how freezing degrades the meat.
The best way to get the most out of frozen lobster tails is to let them defrost and cook them quickly with butter. The butter will help lubricate the meat from the shell and absorb juice and flavor. It makes a nice dip for the lobster meat too.