Once upon a time, shrimp was served only on special occasions. That's no longer the case, as shrimp is available in most grocery stores and even buffet lines. Part of its appeal is there is no "right" way to cook it. A raw shrimp can be boiled, grilled, deep-fried or baked in a relatively short time.
Defrost any frozen pawns or shrimps before you attempt to cook them. Wrap them in cling film and place them in a sink full of cold water. A single pound should defrost in an hour.
Remove the shells of the shrimp before or after they're cooked. The best method is to twist the head and pull the legs off. Hold the tail down and lift the shell up and away from the body.
To boil shrimp, bring a saucepan full of water to a boil. Reduce the heat, then insert the shrimp. The water should start boiling again. Don't let the shrimp boil for more than 5 minutes or you could eat up with a rubbery, tasteless shrimp. They should be done when they float to the top, or the inside flesh is white. Run the boiled shrimp under cold water for a few seconds, then let them cool down naturally.
Preheat the oven to 375 degrees Fahrenheit if you intend to bake the shrimp. Wrap the shrimp in foil, add a few pats of butter on top, and bake them for about 5 minutes.
Put the shrimp on skewers if you intend to grill them. Among other things, the skewers will keep the shrimp from falling through the rack. Soak the skewer in warm water for at least 20 minutes. Remove the shell and the black intestinal vein before you stick the shrimp on the skewer. Brush the shrimp with butter or olive oil, then grill them for 3 to 4 minutes. Turn them halfway through the grilling time. They should be pink by the time they are done.
The Help With Cooking site also has steps to pan-fry and deep-fry shrimp.