I stock shrimp–buy the 11-15/lb size from Costco, bring ’em home, vacuum seal them in bags of 4 to 6–then freeze them for posterity. They’re easy to prepare with the only caution not to over cook them. Here’s how: thaw the shrimp, set a timer for two minutes, bring a small pot of beer or chicken broth to boil (beer always boils over so you have to skim it), put in the shrimp, cover the pot, turn off the heat and steep for two minutes (a little less if they’re smaller shrimp). Remove the shrimp and chill in the freezer for 20 minutes, then fridge. That’s it.
The classic shrimp cocktail sauce is, well, classic. 1 part horseradish, 4 parts ketchup, some fresh lemon juice, pinch of cayenne and 3-4 grinds of pepper corn.
BTW, why two different peppers? Black pepper works its heat on the front and tip of the tongue–and dissipates quickly; while cayenne works its heat in the back of the mouth and tongue and stays around awhile–a long while. Hence adding both peppers makes for a more complex sauce.