I often brine my shrimp before grilling/smoking. I love what it does with the texture of the shrimp. and You're right, it's a short soak, 1 to 3 hours max. Now, the shell on, shell off argument, well, that's just one of those some do some don't. I usually shell mine if they're smaller (50-60 size) but if they're nice and big , I would leave the shell, but give it a nice split, devein, and butterfly them out a bit. I keep it real basic for shrimp: 4 cups water, 1/3 cup each light brown sugar and salt; just stir til dissolved rather than heating it. After they've brined I rinse and pat / let dry a bit on paper towels while I fix a little white wine based marinade seasoned with whatever - garlic, some fresh herbs, a little red pepper, at the least. I let them sit in that about 1/2 hour and then grill or smoke. Just keep an eye on them, they cook fast!