The family of a good friend growing up in Tampa owned a large shrimp wholesale company (since sold to a giant Japanese outfit). He was always adamant that you'd have to be crazy to eat shrimp that was more than a few hours old before it was cooked or frozen, and I think he's right. I also shared many beers and stories with shrimp boat captains in Tampa at the Hub. They were always complaining about having to clean and freeze the shrimp on board. "Fresh Shrimp" does not seem to exist in the real world. I'm not saying that Charlie Trotter doesn't have a day boat shrimp source that flies them in each morning, but if you think the broke-down critters in the semi-refrigerated tub on Argyle are fresh, well, welcome to the big city.
An interesting side note: this guy also advised that many variations exist among "frozen freshness" within the industry, both on the front and back ends. You generally want boat-frozen and not dock-frozen shrimp. You also don't want the shrimp off a cheap Vegas buffet -- that is the single, final destination for backstock frozen shrimp, which the wholesalers ship to Vegas at the absolute latest time before the USDA regs force them to destroy it.
Now, everywhere in FL at the docks and fishing piers, bait shops/beer sources to the underaged, seem to have no problem keeping hundreds of shrimp alive in claptrap "aquariums." Shrimp aren't indestructible like blue crabs and clams, but I have often wondered whether a big city such as Chicago could not sustain some aquaculture like this in the name of fresh shrimp.
Anyway, best shrimp I have had in a long while were, in order, Wild Key West Pinks, from Whole Foods, and Gulf Rock shrimp from Dirk's. The difference, to my mind, between wild and farmed crustaceans is a deal-breaker. The farmed SE Asian stuff just sucks. And it's not just my home town bias; I readily admit that the shrimp in Liguria and the Cote d'Azur make Gulf shrimp taste like carp.
The guys running the seafood counter at WF on Ashland are from MD and know their stuff, even if they do label rockfish "Pacific Snapper," a non-entity. I otherwise do not like most of what WF has to offer, or not offer (ok, the cheese is pretty good).