Step One : Get a barbie. (no, not -that- Barbie. The grill, not the girl! ). Or get a Barbie with a barbie.
Step Two : Get some shrimp. Bigger is better from the standpoint of easier to handle. Note that most shrimp you buy is farm-raised, there is a new food campaign out for "Wild Shrimp" which is caught shrimp not farm-raised stuff.
Step Three : Make up some marinades or not if you just want the flavor of the shrimp. Italian dressing works, olive oil with lots of GARLIC, whatever you want. Note that if you use something with citrus (lemon juice, orange juice, lime juice, whatever) or other acidic ingredients, you will start to 'cook' the proteins in the shrimp from the acid during the marinade time (the culinary term is 'seviche'). Keep the marinade time to 30 minutes if there is an acidic component in the marinade unless you want a seviche. The olive oil and garlic can be in the fridge marinating overnight.
If you want to skewer, then do so. With the bigger shrimp, I'll just put them right on the grill sans skewer.
DO NOT OVERCOOK THE SHRIMP !!!!!!!! /ubbthreads/images/graemlins/whoopin.gif
Step Four : Cook the shrimp just until ALMOST done, turning over once about halfway through the cooking time. Take them off the heat just before they are cooked so that the carry-over (think of the heat ''coasting" the food along for a few minutes after you take it off the heat) will have them end up cooked just right.
Step Five : Eat.
You can go simple (plain grilled shrimp), or you can do marinated grilled shrimp, or you can do marinated grilled shrimp with a sauce, or you can do the shrimp-with-stuff cooked on the grill. Yumm.