For quick thawing, take the shrimp out of its package and place it in a bowl of cold water. Allow a small amount of cold tap water to run into the bowl until the shrimp is thawed, usually in around 15 minutes. For those with more time, frozen shrimp can remain in the package and be thawed in the refrigerator overnight.
Shrimp purchased frozen is usually fresher than shrimp purchased at a grocery store's seafood counter. This is because shrimp is usually frozen shortly after it is caught, resulting in fresher shrimp. Because shrimp is seafood, it tends to go bad very quickly.
Once the shrimp is thawed, it can be cooked in a variety of different ways. Fresh shrimp can be grilled, sauteed, battered and fried, broiled or poached. To prepare shrimp, most people prefer to remove the vein. The vein is safe to eat, but it is the intestine of the shrimp, and it is for this reason that most people remove it.
To devein thawed shrimp, use a small knife and run it down the back of the shrimp. Either remove the vein using the knife or run the shrimp under cold water to wash it away.