If you want to skewer the shrimp, soak wooden skewers in water for at least 30 minutes before beginning (or use metal skewers). Start a charcoal or gas grill or preheat the broiler; the fire should be hot and the rack 2 to 4 inches from the heat source.
Meanwhile, peel the shrimp and devein them. Sprinkle them with salt and pepper and toss them on a plate with