There is a difference when you eat fresh gulf shrimp. I spent the week at Destin, FL. I ate fresh gulf shrimp everyday.
Do you know that the shrimp that you purchase from your local supermarket or grocery store is frozen fresh and it has a preservative names bi-sulfites. Yes, the shrimp that you see in the display box is frozen fresh. Chances are it has been sitting there for days as well. Think about it, fresh shrimp in your supermarket located in Aspen, Colorado. Your supermarket purchases fresh gulf shrimp everyday, and they are shipped to Aspen? No.... a resounding noooooo. That shrimp is frozen fresh and full of preservatives. Trust me, I sell fresh shrimp for a living. There is a difference between fresh shrimp and frozen fresh shrimp.
When you cook with fresh jumbo shrimp from the gulf of Mexico, it does not matter how bad of a cook you are, your dish will taste good!
You can purchase the shrimp with head or headless. The shrimp with the head will spoil faster because of the content of the head. If you want your shrimp with the heads on, chances are you will receive them with the heads turning black. They still taste good, they just don't look good.