my favorite way to eat shrimp (an crab for that matter!) is just a simple steaming. Simply steam them until complete (very short amount of time) and add lemon juice for a bit of zest. Serve with cocktail sauce. Very simple, but I love shrimp that way.
I personally think shrimp goes really well with chicken and rice, if anyone is considering any dinner ideas. About a week or two ago, I made some excellent lemon-lime chicken, a side of steamed shrimp, and rice (flavored with the chicken drippings).
for the lemon-lime chicken, i scored it and let it marinate for about 15 minutes in about a 1/2 cup of lemon, 1/2 cup of lime juice, 1/2 cup of sunflower oil,about a tablespoon of malt vinegar, italian seasonings (mainly basil and oregano. It was a mixed spice shaker of 'italian seasoning'), a little salt and garlic to taste. (most of my measurements are approximate, i generally dont measure too much when cooking)
For cooking, I put the chicken is a pan on a low flame, and poured the marinade over it, and let it sit until the chicken was slightly browned on both sides.
Rice was simply boiled white rice. I poured some of the chicken grease/marinade on it to flavor it.
Shrimp was as detailed above.