Here is a recipe I have in my files but haven't made. It's one way that I haven't made shrimp yet; pickled. This is from my favorite magazine, Southern Living and they offered this age old classic in their summer edition back in 2008.
Pickled Shrimp
7 1/2 cups water
3 pounds unpeeled, large fresh shrimp
2 small purple onions, sliced
1 cup vegetable oil
1 cup red wine vinegar
3 tablespoons sugar
1 tablespoon grated lemon rind
3 tablespoons fresh lemon juice
1 tablespoon Dijon mustard
1 tablespoon white wine Worcestershire sauce
1 tablespoon hot sauce
1/2 teaspoon salt
1/2 cup chopped fresh basil
2 garlic cloves, pressed
Bring water to a boil; add shrimp, and cook 2 to 3 minutes or until shrimp turn pink. Drain and rinse with cold water. Peel shrimp; devein, if desired. Layer shrimp and onion slices in an airtight container. Whisk together oil and next 10 ingredients; pour over shrimp mixture. Cover and chill 24 hours, stirring occasionally.
