In cryo EM the sample is frozen in such a way that the water is vitrified and does not have time to form ice cristals. The sample is not stained, the contrast is due to the density of the specimen.

The main drawback of this technique is the damage caused to the specimen by the electron beam. Thus the imaging must be done under low dose condition where the number of electron per square angstrom is kept below 100. Above this value  damages  then bubbling/burning of the sample is often observed. 

The parrot school says and repeats that the reason why this technique is better than the classical EM (chemical fixation, embedding ...) is because chemical fixation may introduce artifacts. The facts are that the reasons why this technique is interesting is because the sample is quickly immobilized (ultra rapid freezing) and the contrast is generated by the inner density of the sample itself.