Shrimps

Unfortunately, shrimps are usually marketed with their heads removed, which leaves little that can be used for sauce making. It is possible to buy frozen shrimp heads to use for soups and sauces, but these are taken from farmed shrimp and have a monotonous sameness about them that wild shrimp do not. Finding wild shrimp—which have a delightfully crunchy texture and a distinct nutty flavor—with the heads can be difficult. The best shrimp are sent to Italy. In a pinch, however, a suitable stock can be made with the shells, providing the shrimps are impeccably fresh.