Wash shrimp and pat dry with a paper towel.
Shrimp can be cooked with heads and shells on, or peeled. Cooking shrimp in their shells seals in flavor and juices, but then they must be peeled by diners at the table, a messy job you may want to avoid. If you prefer to cook them peeled, twist off the heads, then, running your finger along the abdomen, lift off the shells.
Shrimp have edible sand veins, actually digestive sacs, that run along their backs. Most smaller shrimp are only peeled, but larger shrimp look more attractive deveined. If you wish to devein a peeled shrimp, run a sharp knife along the vein, then rinse under cold eater to remove the vein and any grit. To devein a shrimp with the shell on, cut through the shell along the vein, then lift the vein out with a toothpick.
Brining shrimp removes excess water and gives shrimp a crunchy texture. To brine shrimp, dissolve salt and sugar in hot water. Add a tray of ice cubes and stir. Place shrimp in the cold solution and soak 30 minutes for peeled shrimp, or 60 minutes for shrimp with shells on.
Shrimp cook very quickly and toughen with heat. The secret to successful shrimp cookery is to not overcook them. Cook shrimp at the last minute and serve them hot.
Rinse shrimp and pat dry with paper towels. Heat a frying pan until hot and add oil. Add shrimp, making sure they are not crowded in the pan, and fry, turning occasionally, for 4 to 8 minutes, depending on size. Shrimp are done when they are opaque in the center.
Pour oil into a wok or deep fryer; it should be at least 1 1/2 inches (about 3.8cm) deep, and the cooker should be less than half full of oil. Heat oil to 375F (190C), using a thermometer to monitor temperature. Dip peeled shrimp in batter, drain, then slip them into hot oil. Cook until brown, 2 to 3 minutes.
Pour enough cooking liquid (water or broth and herbs and spices) in pan to cover shrimp. Bring to a boil, add shrimp, and reduce heat. Simmer until shrimp are opaque in the center, 3 to 6 minutes, depending on size and whether or not they have been peeled.
If shrimp are small, string them on a skewer, then place them 4 inches (about 10cm) above prepared hot coals or fire. Cook until opaque and moist on the inside, 3 to 4 minutes.
Place aluminum foil on a baking pan and spread shrimp on top. Place 4 inches (about 10cm) from the heat and broil 2 minutes on each side.