There are clear benefits to preparing your shrimp with the heads on. The heads have a pocket of fat that flavors the shrimp or the shrimp stock, and for this reason many cooks prefer to leave the heads on. Some diners prefer to twist the heads off and suck the meat and juices out of the heads. If that does not sound appealing to you, don't worry. If you are making a soup or stew, you can take advantage of the additional flavor by leaving the heads on when you cook the shrimp but then removing them after cooking.

Cook intact shrimp any way you would cook other kinds of shrimp. Intact shrimp can be grilled, sauteed, steamed, or boiled. Then you can remove the heads or eat them. Every part of the head of the shrimp, aside from the shell, is edible. Shrimp heads have a wonderful, briny flavor. Your children might be put off by the shrimp heads if they are not used to them. In that case, you can remove the heads before you serve the shrimp and save them for use later.

Shrimp heads have other uses aside from being eaten as part of the meal. You can save shrimp heads and boil them down to make a flavorful shrimp stock to use in a chowder or a seafood bisque. The shells of the shrimp are also useful for this; the shrimp shells are packed with flavor. There is no need to tell your family that you made the seafood chowder with shrimp heads if you feel they might be squeamish.

You may have a difficult time finding shrimp with their heads intact in your local grocery store. This is because the shrimp heads require special consideration when they are processed because they spoil more easily than the rest of the shrimp. For this reason, you may find that intact shrimp are more expensive. If you cannot find whole shrimp, try your local fish market or butcher. If all else fails, you may be able to order them through your local fish market or supermarket.