Shrimp notes: buy easy peel shrimp for the best tasting and easiest prep. You can buy any size shrimp; I usually get something mid-sized, depending on what’s on sale. Save money by buying frozen shrimp when it’s on sale. To defrost: let sit in the refrigerator overnight or place the frozen shrimp in a large bowl of water to defrost. Drain well, then peel and cook.