When you buy a burger from a fast food restaurant you are buying a product that has been engineered to provide absolute consistency, be very fast to cook, and be as cheap as possible so it can be offered at a low price for a reasonable profit. The grill marks are engineered in, and they are given coatings which will give the right appearance when cooked. They also have flavorings added so they taste as the designers (yes there are burger designers) intend. It's not a simple bunch of ground beef at all. Most frozen pre-made burger patties are similar, they use cheap cuts of beef (and sometimes reclaimed meat) and artificial ingredients to produce a consistent and inexpensive product. They also tend to be very thin and are easy to cook all the goodness out of by accident.
If you want a really good burger then you need good burger meat, it's as simple as that. You can't make a good burger out of low quality meat no matter what you put into it. The simplest way to make a good burger is to find a local source of good quality ground beef and make your own patties. Making patties is very easy and quick, just get your hands in there. Many supermarkets have perfectly good packaged products (I get mine from a local grocery store and it makes good burgers), so that would be my first port of call, next would be butcher shops.
If all else fails and you want to make your own (or just give it a try) then you're in luck because the best cuts for burgers are also the less expensive ones, like brisket, chuck, short rib, and round. Round has great flavor but is very lean, and working cuts like brisket and chuck are also lean, so you'll want to add some fat. Many burger nuts say you need 30% fat by weight, personally I'd aim for 20% as 30% is too much for my taste, but that's up to you.
As for frozen versus fresh, freezing does cause some loss of flavor, however it's not much. You are much better off with frozen good quality meat than fresh low quality.