Could you use the CO2/Dry ice method? I know people use it to kill rats.

Stick the poor frog in a container with dry ice in it, (but placed so he can't touch it) as it melts it releases the CO2 and it replaces the oxgyen. From what I understand it supposed to be painless. But I only know of using it for rats, not sure how a frog would react.

I've heard of the clove oil in the water on several fish forums as the best way to euthanase fish.