A marinade for shrimp is a good idea if you want to give your shrimp a special flavor before grilling or cooking them. Yet, a good marinade should not destroy the very special flavor of your shrimp, but just give it a different note. Hence, it is very important not to overdo it, but to apply all seasoning with some care. Personally, I am a fan of hot spices and garlic (or herbs instead) and it is a little bit more tricky to preserve the shrimp flavor with a hot marinade, than with a fruity one or a milder marinade. Yet, only Your creativity is the only limit.
Basic Shrimp Marinade Recipe
A good marinade for shrimp has to some degree always the same ingredients, just the details change. With some experience you will easily create your own ones. Take the following basic recipe as an example and vary afterwards according to your preferences.
Ingredients
2 lbs shrimp (if you double the amount just double the other ingredients, too)
8 tablespoon of lime juice (for a herb marinade replace with olive oil)
3 tablespoon Cointreau
2 tablespoon of sesame oil
2 garlic cloves, crushed
1 chilly, chopped
(Coast) Salt and Pepper
Some! Nutmeg
Directions
Thaw the shrimp, (it is not necessary to deshell/deveine them) take the limejuice, add the Cointreau and the sesame oil. Mix it with the garlic and chilly, add some salt and pepper.
I use to add also a very little amount of nutmeg. Mix the whole composition well and add the shrimp. Let them rest for some 24 hours, your fridge is a perfect place for that.
Now you can take your shrimp, grill them or fry them.
Mild Shrimp Marinade
In case you prefer a fruity and mild marinade just stick to the basic recipe, but leave the garlic out and replace the chilly with vanilla bean.
Shrimp Marinade with Herbs
Herbs are another great way to marinade your shrimp. In this case, leave out the lime juice but replace it with olive oil. Nevertheless, you could still add 3 tablespoons of lime juice instead of the Cointreau. Add a little garlic, but not more than one clove and instead of the chilly add some rosemary, for a more fresh flavor basil would be fitting, an Italian herb mix or Herbes de Provence.
Tips
You can reuse the marinade after taking the shrimp out, but as the shrimp will pass some flavor to the marinade, too, you should use it for another fish recipe, or even better: more shrimp! 
