The two commandments of the superior shrimp cocktail are:
1. Excellent shrimp
2. Do not overcook
The best shrimp cocktails begin, naturally, with the best shrimp. Look for American white or pink, and avoid imported farm-raised tiger shrimp, which just don’t taste good. Buy frozen if you can–the ones you see in your fishmonger’s case were frozen and defrosted, so you’ll get fresher results if you do the defrosting yourself right before you cook.
For the best flavor, cook shrimp in their shells. If you cut a slit down the back (through the shell) before cooking, shelling will be much easier. Bring a large pot of water to boil, adding seasonings if you wish (JudiAU puts in lots of salt plus four times the amount of crab boil seasoning suggested on the seasoning package). Add shrimp, and remove as soon as they’re opaque (just 2-3 minutes for medium-sized ones). Dump them in a bowl of ice water to chill, then shell.
Everyone has different sauce preferences, but hounds agree that homemade beats off-the-shelf cocktail sauce. Homemade includes, however, doctored-up treatments of store-bought ingredients. For example, fix up Heinz Chili Sauce with some added horseradish and fresh lemon juice (ChinoWayne).
Dommy offers her family’s recipe for a Mexican-style shrimp cocktail (a.k.a. coctel de gambas):
To cooled, drained shrimp, add the following, all chopped: cucumber, red onion, cilantro, firm avocado, and serrano chiles. Stir in a mixture of ketchup and lemon juice. Serve with saltines.