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Unless you live in a place where freshly caught lobster can be purchased at supermarkets, your local specialty market or a quality grocery store will have the best lobster for you to use. The fresher the better, but frozen lobster tails work too. Avoid lobster tails that  are packaged with sodium triphosphate. The chemical weighs down the lobster tails, making them more expensive by weight. You can keep the tails in the packaging they came in.  They need time to fully defrost to prevent any sticking between the meat and the shell, as well as to improve the evenness of the cooking when you boil them. If you don't have time to thaw the tails in the fridge overnight, thaw them in cold water for at least 30 minutes.

Summary:
Find fresh or frozen lobster tails at a grocery or seafood store. Thaw frozen tails in the refrigerator 8-10 hours before cooking.