I feed raw, I follow the recipe listed at the end of this post: here. I try to buy the highest quality chicken I can (organic) and chop it, along with the organ meat, by hand into relatively large chunks. You feed approximately 3% of your cat's body weight per day, though you may find your cat needs less/more. I put a day's worth of food into little tupperwares and keep them in the freezer, and take one out to defrost the day before feeding. It does work out cheaper then feeding a high quality canned food.
As mentioned above, if you choose to grind your meat+bones then you will experience nutrient loss so you should add a taurine supplement sold here. Even though I don't grind, I add a bit of taurine to every few meals just to be on the safe side (taurine in excess of the cat's needs is expelled through the urine).
Like you OP I am interested in feeding whole prey - I'd like to add whole mice to my cat's diet. I would breed them myself but currently am not in position to do so as I live in shared rental accommodation, and haven't found a nearby breeder to buy from. I'm unsure about buying mice online as I don't know what conditions they are kept in.
I do feed whole day old chicks, but only as treats because I don't know their nutritional make up. I'm not sure they would count as complete prey because the chicks have never eaten anything besides the yolk in their yolk sac and may be missing key nutrients.
Rabbit is another animal to potentially feed if you can find it. I think a difficultly with feeding whole prey is sourcing it, basically!