Cook shrimp in a saucepan filled with boiling water for one to three minutes or until they are pink and no longer translucent. Drain shrimp in a colander, and rinse them with cool water to stop the cooking process. You can also grill, fry or sauté shrimp.
To grill or broil shrimp, begin by marinating the shrimp if desired. Do not allow marinating time to exceed two hours. Thread the shrimp onto soaked skewers, and cook in a broiler or on a charcoal or gas grill heated to 375 degrees Fahrenheit. Cook shrimp at least four inches above or below the heat source, and turn once during cooking. Cook extra jumbo and jumbo shrimp for five to six minutes, extra-large and large shrimp for three to four minutes, and two to three minutes for medium and small shrimp.
To deep fry shrimp, place battered or breaded shrimp into pre-heated canola, vegetable or peanut oil. Cook until shrimp are crisp and golden on the outside and opaque and pink on the inside. Prepare sautéed shrimp by adding butter or oil to a sauté pan over medium-high heat. Place un-breaded shrimp into the pan, and cook for two to six minutes depending on size.