Because there’s a lot of variation in quality, it helps to know what to look for when shopping for shrimp.
Best Bet: Ice Blocks
The best shrimp are flash frozen in blocks of water like giant ice cubes within hours of pulling in the net. This is the best way to preserve the flavor and texture of the shrimp—it seals the shrimp and prevents it from getting freezer burn. If you can buy a block of shrimp from your fishmonger (usually 4- or 5-pound blocks), that’s the best way.
Next Best: IQF Bags
Your next best bet is buying frozen unpeeled shrimp in a bag and thawing it yourself. Your grocery store or fishmonger will have bags of frozen shrimp. If you don’t see them, ask. Most likely, this shrimp has been individually quick frozen (IQF) and is just as fresh as the ice-block shrimp, just not as protected from freezer burn. So check for excessive ice crystals.