I haven't smoked shrimp, I love to grill them on either my weber kettle or gas grill.
One tip, I have noticed in many typical American restaurants that many times shrimp in various dishes were flavorless, yet in almost every Asian restaurant the shrimp was always flavorful. Plus my home cooked shrimp just seemed to lack flavor. Maybe I should say some restaurants serve very flavorful shrimp and many don't.
In my last job I had a customer who was a Asian Restaurant owner and chef. He had started two Asian rest. in LA and sold them and was helping a friend in Sacramento open one. To prove he was a good chef, he even brought down to my work a couple of his dishes, they were GREAT. I asked him about the shrimp flavor thing. He told me that most Asian restaurants brine their shrimp. Simply, salt, sugar, ice water, for about 20 minutes max.
I have been brining shrimp for the last 2 years and the difference is very noticeable.