a live adult rat can seriously injure your python quite easily. they have very long sharp front teeth. you can always buy live rats and knock em out in a co2 chamber or dong them on the head. IMO buying frozen from a reputable breeder is the way to go. cheaper and safer, all you got to do is thaw the rat. good luck
IMO Dead prey is better. You want to damage your herp by the rodent attack. Either defrost and warm your frozen to about 32C plus or euthanaise the rat before feeding by CO2.
Feeding live prey has many risks for your herp (and is inhumane for the poor prey!) but other than that mice and rats sold as pets at petshops are often sprayed with pesticides to rid them of fleas/diseases and other parasites... this can also kill your herp.