The Chinese often cook shrimp with the shells intact because the shells contribute much of the flavor. Stir-fried or deep-fried, the shells offer a crunchy texture not unlike that of soft-shell crab. In addition, the good flavors of a sauce are captured between the flesh and the shell. The black vein running the length of the shrimp should be removed, however.
Use medium-sized shrimp, about 3 inches long.
First, pull off the little legs.
Holding the shrimp flat, parallel-cut with a cleaver (or a paring knife) through the shell and about ½ inch into the shrimp along the back.
This cut exposes the black vein.
Pull the vein away.
Dry the shrimp thoroughly by blotting them between layers of paper towel.