We get down to the coast 4-5 times a year. Usually able to buy shrimp right off the boat. We typically buy 20-40 lbs per trip, nearly always large to jumbo. Always head on as they are fresh fresh. Deheading and boiling them releases all shrimp fat w enormous flavor. Makes awesome stock to use at once or freeze.
My experience is the only way to cook shrimp poorly is to overcook it.