That's what I do. It also slows my roll. It's an extra step I have to take before making that large purchase or applying for anything that requires a credit check.
It's an extra step, but a surprisingly simple one. When I opened a checking account recently the bank told me which credit agency they'd use, and I unfroze that account and ChexSystems (another credit agency you should freeze with that is used specifically for new bank accounts) in five minutes using their automated systems. You can supply a re-freeze date when unfreezing as well so you don't need to remember to do that manually once you're approved.
