Nice advice from both "food" & "greffete" - we also are blessed with lots of local ocean-caught & river-caught shrimp in the summer. We buy from small local fishmongers & from the side of the road - look at your fresh shrimp - no pink, orange or red colors, please! These will inevitably smell "fishy" of amines associated with decomposition. Look for dark browns, blues & greens in the shells of river-caught & lighter shades in ocean-caught. Smell them! Anything other than a fresh whiff of saltwater - pass 'em by! Take them home quick - in a cooler w/ice or in a bag of ice. Cook 'em soon - wait no more than a day, unless you want to use them as bait. You will see them "pink up" as they age, even though they have not been cooked - then comes the smell (remember with bait shrimp - even the fish prefer them fresh! LOL!)
Good advice for novices. I live in Virginia and get outstanding fresh shrimp and other seafood sold out of coolers along the roadside. The best thing to look for there is a business license and a BOH health cert. Also open the bag and smell it. If it's fishy it's not fresh it should smell like the sea and tiger shrimp have black stripes that are not an idication that they are bad.