First off, the price is about $1.50 per pound, so you can get an idea from that.
Basically you want to add water for two reasons (which can be applied to other vegetables). First, you don�t want to burn the broccoli. Second, you want to steam it, which requires water. The idea is probably the same if you do it with frozen broccoli, since there�s ice in with that stuff that will melt. But, it�s not as good as fresh veggies!