Place the water in a kettle. Chop the celery and leaves coarsely and add to the water. Add the lemon slices, salt, peppercorns, and parsley and bring the water to a rolling boil.
Empty the shrimp carefully into the water and simmer, uncovered, for 3 to 5 minutes. Small shrimp cook in 3 minutes, large shrimp in 5. Drain the shrimp and serve hot or cold. When hot shrimp are served, let each guest peel his own and serve with hot lemon butter or anchovy butter. Offer plenty of napkins and after the meal offer finger bowls or other small bowls filled with warm water and a lemon slice or rose petal. If cold shrimp are to be served, prepare the shrimp as indicated in the recipe for cold peeled shrimp and chill. Serve with a tomato cocktail sauce or a rémoulade sauce (recipe follows).