Unless you breed mice yourself or know a breeder, you will only get frozen pinkies. I would imagine live ones would be very hard to keep alive. Not to mention, very disturbing to feed IMHO (I know, I know, where do you draw the line between insects and baby mice). I know live mice can do alot of damage reptiles and amphibians, although pinkies are pretty helpless. Also I have been told that freezing the mice gets rid of most of the parasites one may be carrying, but I'm not sure about this. If your gecko isn't full grown I don't think it should get pinkies anyways. Pinkies are generally only fed to breeding females or as treats, even then in most cases they are not needed.
Have you narrowed out all other possible causes for the weight of the gecko? Is your gecko eating at all? "Beefing" up your gecko is not the best way to go. There are much healthier ways to get your gecko to an ideal weight.
Lisa
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0.1 Hypo Leopard Gecko
0.1 Albino Leopard Gecko
0.1 Blizzard Leopard Gecko
1.0 Albino Pacman Frog
1.0 Lovebird (Tony)
1.0 Elkhound Cross (Otto)
0.1 Malamute Cross (Paris)
6.0 Bettas