Unless you purchase shrimp directly off the boat at the dock the shrimp has most likely been frozen at least once.  Shrimp is sold by size, which is measured by the number of shrimp per pound .

Look for firm and moist shrimp with no ammonia or off smell. The shells should not have black spots, yellowing or feel gritty.

Heads are removed because they accelerate the deterioration process, so shrimp with heads on should be used within 48 hours.