Here are tips shared from All Recipes:
1. What to Buy: Fresh or Frozen?
You’ll save money and have more flexibility when you buy frozen shrimp in the shell and thaw them yourself when you’re ready. Most raw shrimp in the fresh fish section of your market have been previously frozen and thawed, and their shelf life is pretty short. Convenient if you’re cooking them immediately, but you’ll pay more per pound. And when you’re choosing frozen, shrimp in the shell always give you better flavor and texture than peeled and deveined.
2. Size Matters
Although shrimp come labeled as small, medium, large, extra-large, jumbo, and colossal, no one actually regulates those terms in shrimp world. Here’s a better way of knowing what you’re getting: Find the count numbers (such as 21/25) on the bag. It tells you the average number of shrimp in a one-pound bag. 21/25 means you’ll get 21 to 25 shrimp. The smaller the number, the larger the shrimp. Between 16 to 30 shrimp per pound is an ideal range for most recipes. For grilling, always go for larger shrimp (smaller count), such U/15. The “U” means there are under 15 shrimp per pound. Figure on buying about 1/2 pound of shrimp per person for a main-course serving.
3. How To Thaw
There are two ways to do it safely: 1) Slowly in the fridge for about 24 hours per pound. 2) Quickly in a colander in the sink under cold running water. Never at room temperature. Never in warm water.
4. How To Clean
Shrimp have a dark threadlike digestive tract (aka vein) running along their curved backs. You need to remove this after thawing and before cooking, otherwise you could get a bit of sandy grit in your meal. Here’s how to remove that vein without taking off the flavorful shell:
Use kitchen scissors to cut through the shell along the back of the shrimp, from the head to the tail, then use the scissors or a small knife to pull out the vein:
5. Savor the Shells
Cook in the shell whenever possible, especially when you grill. The shells add a lot of flavor to the meat, and they protect it from quickly overcooking. Besides, sitting around a table peeling and eating shrimp is a party right there. But if you do choose to peel the shrimp before cooking, save the shells and freeze them to make seafood stock for chowders and stews. Leave the shell on the tail to make a handle if you’re serving shrimp with a dip.
6. Marination: How Long is Too Long?
Depends on the marinade. If it’s acidic (lemon, lime, orange, etc.), 30 minutes or less should be fine. Any more than that and the acid will start to break down the delicate shrimp meat and make it mushy. If your marinade is non-acidic (olive oil, garlic, herbs) you could marinate for an hour or more. In either case, marinate in the fridge until you’re ready to get cooking.
7. Don’t Walk Away
Shrimp cook so quickly that you can’t turn your attention to anything else while they’re on the heat. It only takes a few minutes for even the largest shrimp to start turning pinkish and curling up into a C shape. And when that happens, they’re about done. If you’re grilling skewered shrimp, you’ll have to pay close attention to the color more than the curl. Keep a couple of test shrimp on a separate skewer to cut into.