I bought a pound or so of head-on shrimp at an Asian grocer--fresh, apparently (they bring them in once a week on Fridays from Chicago). I've never worked with these before, and am torn about what to do this first time. And I gather that they should be cooked pronto.
I've seen recommendations for various fried approaches (deep-fried with a coating of flour; pan-fried after application of various spicy marinades, etc.). Those sound great, but I'm a bit reluctant to smell up the house today.
I've also heard that the heads are great for soups and stocks. Here's my uncertainty: I'm thinking that if I wanted to make a soup, I should separate the heads, so as not to overcook the body meat. Is that the usual procedure?