The best way to make the best tasting shrimp (IMO of course):
buy it fresh not frozen, wild not farm raised, and whole with heads,
make a quick vegetable broth (a small amount only enough to cover stuff, it gets discarded later) with a carrot, an onion, half a bunch of parsley or a parsnip, a couple of bay leaves, a handful of cracked black peppercorns;
cook for 15-20 minutes, then fish out and discard the vegetables;
add as much salt as you would for to make the brine for half sour pickles (don't know the measurements, sorry, I dip my tongue in it... it has to be too salty for to eat, but not so salty as to burn your tongue when you sample it);
throw the shrimp, whole, into boiling salted broth;
bring back to boil, reduce heat so it doesn't overboil, cover loosely with a lid, cook on high simmer/low boil for exactly 4 minutes. (If the shrimp are very tiny, make it 3 minutes, if humongous, 5, but the last bit is theoretical -- I've never been able to buy humongous shrimp with heads intact. Overcooking turns shrimp rubbery, you're after tender, so don't space out on it.)
The reason you don't want headless shrimp is twofold -- removing the head allows the seller to make less-than-fresh shrimp appear fresher (it starts spoiling from the head), AND you can never achieve the taste of the whole shrimp cooked this way if it has no head and consequently absorbs and later loses the broth through a hole instead of getting misted in it via osmosis.
Then there's many ways to handle the resulting cooked shrimp -- you can peel it and add it to your dishes, but it's usually so good that you want to eat it like you would a lobster, for its own sake. You can dip it in butter and sprinkle it with lemon juice if you like, but avoid strong-tasting seasonings, they will overpower and kill the subtle flavor you're after in this particular recipe. Oh, and if you drink beer, do get one with this dish, it's a match made in heaven.
Edited by Taomeow, 05 August 2013 - 04:06 PM.