I'll go with the Costco shrimp. 20-25 count for a fraction of the cost of WF. I always have a bag in my freezer.
I prepare in several ways once thawed in an ice bath:
1) Salt/pepper/olive oil and grill on med-low heat for max 2 minutes per side. Serve with dipping sauce. I use an asian sauce based on Cilantro and Mint.
2) Coat with oil, mix with cajun spices/spicy chile mixture, cook on hot skillet for 1-2 minutes per side. I serve on spinach wilted in a pot with a little olive oil.
3) Make pasta, add shrimp along with a light sauce of olive oil, sauteed vegetables, and parmesan. Works best with spagetti/linguini.
4) Simmer a pot of water for 30 minutes with a halved lemon, onion, Bay Seasoning bag, a few pepper corns, strain, fill a bowl with a few cups of the water and several handfuls of ice. Boil water. Add shrimp and cook for a few minutes until just cooked through. Scoop out shrimp and immediately put in Ice Bath to stop cooking. Great served chilled as an appetizer (with Cocktail sauce of course...)
I read once, somewhere, that you don't really want to cook shrimp, just warm them through. Good advice. They are very sensitive to heat.