Wild shrimp are the shrimp of choice, by far. (How much of an impact the current Gulf oil spill will have on availability remains to be seen, but the consequences certainly can't be good ones.) So if you live in an area where fresh local shrimp are available -- this is almost every coastal area in the country, at one time of the year or other -- grab them.
If not, it's likely that the shrimp you buy at the fish counter have been frozen and then thawed. (You can still determine whether the shrimp were wild or farm-raised -- ask to see the packaging.) My feeling is that as long as you're buying pre-frozen shrimp (and shrimp freezes well, so this isn't a problem), you may as well buy it frozen -- this will let you keep it longer, and also control the conditions under which you thaw it.
Frozen shrimp can often be found in 2- and 5-pound bags; what you want are individually quick frozen (IQF) shrimp, which you can remove and thaw as you need them. Ideally, defrost shrimp in the fridge for a day; if you're in a rush, put them in a bowl under gently running cold water to thaw.
When you're buying, bear in mind that size doesn't matter. Bigger shrimp, obviously, take a little longer to cook, but it's a lot easier to peel ten or twenty shrimp than fifty or sixty. (Don't throw those shells away. Simmer them in water for 10 minutes, strain them out, and you'll have an excellent stock for stir-fries, pasta dishes, risottos, and soups.) Deveining, by the way, is optional; though many people insist that the vein is "gross," others believe that it enhances flavor. I don't devein, not so much on principle but out of laziness.
Having gotten all of that out of the way, let me say that the popularity of shrimp is well deserved: Shrimp can be prepared by every cooking method imaginable; they cook in mere minutes; they're full of protein but low in overall calories; they have a distinctive, much-beloved flavor.
They also take well to a huge range of flavors, and are cooked in just about every cuisine in the world. (Their freshwater cousins, crayfish, are equally popular in land-locked regions.) The two recipes below are among my favorites (and the second I've named appropriately), but other easy ideas for cooking shrimp:
- Impale them on skewers, brush with olive oil or melted butter, sprinkle with salt, pepper, and curry powder (or another spice blend), and grill or broil for no more than 5 minutes.
- Add to any stir-fry for the last few minutes of cooking.
- Add to pasta for the last few minutes of cooking, drain, and toss with olive oil, salt, and pepper. (Better yet, follow the directions for The Simplest and Best Shrimp Dish, but omit the cumin and paprika and add lots of chopped fresh parsley, basil, or mint at the last minute, and toss with cooked pasta.)
- Stir into vegetable, bean, or noodle soup for the last few minutes of cooking.
- Toss with pesto-thinned with some extra olive oil, if necessary, and roast at 500 F for 10 to 15 minutes.
- Boil, chill, then dip in mayonnaise mixed with a little lemon juice and zest and minced garlic. Or cocktail sauce!