When I get steamed shrimp, just like crabs, I expect them to have the shells on because they add flavor. Peeling them at the table is just what we Marylanders do.

However, I recently went to Hemingways, just over the Bay Bridge and not only did I have the worst service of my life, hands down, they also served shrimp po' boys (shrimp sandwiches) with the TAILS ON!!! You should NEVER have to pick the ingredients off your sandwich and do any prep yourself, EVER. Not to mention there were only 4 25-30 count shrimp on each sandwich, they wouldn't even cover one side of the roll themselves!

All that said, if the shrimp are on the large size I say de-vein them.

But if you're making a shrimp dish at home, I say peel before cooking, freeze, repeat often, and when your collection is big enough make a nice stock out of the shells and use it as a base for a chowder, bouillabaisse, pho, etc.

Other than aesthetics, the vein isn't a worry, either.

Particularly if the shrimp is deep fried, the shell is a nice crunchy addition!

In terms of stock, shrimp shells make an amazing stock. When I shell (and clean) the shrimp I serve I save the shells and freeze them so that I can make stock out of them later.

I never get to the de-veining if they're prepped how I prefer because the vein's under the shell. I figure whatever's in the vein can't be any worse than, say, what's in a clam's belly. Or tomalley.

And for the record, I ate half my meal de-veined, the other half not. I always de-vein when I serve to others but personally I doubt there's much inside there that can survive the shrimp, then the cooking, and then my gut.