You need a sharper knife. With a dull knife, you'll have trouble getting through the skin, and end up tearing and smashing, releasing a lot of juice. With a sharp knife, you'll get through the skin cleanly and leave the tomatoes much more intact.
Serrated knives are another common option: they get through the skin very easily. A dull serrated knife will tear the flesh up a lot, though, so you still do need a reasonably sharp blade, and while a cheap bread knife or steak knife might be better than nothing, it's not ideal. The best ones are probably the ones actually marketed as tomato knives: they're sharp, not too thick, and have a serration pattern that's meant for this.
If you're forced to make do with an inadequate knife, you can break the skin with the tip, then extend that with the blade and slice from there. If the knife is so dull that it still makes a mess, you might be out of luck. This is pretty time-consuming, though, so I wouldn't suggest it as an everyday method for a lot of slices.
Freezing, as you suggested, doesn't sound like a great idea. If you freeze tomatoes thoroughly enough to make them firmer and easier to chop, then you'll have formed a lot of ice, and once they thaw, they'll tend to disintegrate and release all that juice. It won't affect the flavor, but it's kind of pointless, since if you're willing to mess up the texture that much, you might as well just hack it up whatever messy way you like.