Growing up in North Carolina, it was impossible not to love shrimp. We ate it year-round in everything fromclassic shrimp cocktailtoshrimp and grits. But my favorite way of preparing shrimp was—and still is—grilling it. Grilling is an ideal way to cook shrimp because shrimp needs quick high heat to keep it juicy and flavorful. The only danger with this fast and easy method is overcooking. But if you stick to my advice togrill shrimp in the shell(rather than peeling it first) and to monitor it closely, you’ll discover how succulent grilled shrimp can be.

Grilling shrimp in the shell keeps all those delicious juices from escaping, guaranteeing much tastier, moister meat.In fact, I’m such a fan of this method that I grill most of my shrimp this way, even if I’m using them in another dish, like theGrilled Shrimp Margarita. It’s easy to add flavor to shell-on shrimp; toss them inolive oil and spiceorsalt rubsbefore grilling and then serve them with adipping sauceor two. If you’re worried that your guests might not want to fuss with shells, don’t be: Peeling shrimp is a great icebreaker.

For truly juicy shrimp, choose the biggest size and grill them fast

When it comes to grilling shrimp, bigger is better: Large or jumbo shrimp stay juicy on the grill; small shrimp can dry out too quickly —or fall through the grate. When you shop for shrimp, you’ll notice they’re labeled two ways: by size—such as jumbo, large, medium, small—and by count (how many shrimp per pound), such as 10–15, 15–30, and 30–41. Since neither counts nor size labels are consistent from one store to the next, buy shrimp by weight. You’ll need 1/2 pound of shrimp per person for a main-course serving. (People aren’t shy about taking second helpings of shrimp, so err on the generous side.) Choose the biggest shrimp you can afford, regardless of how it’s labeled.

Oil the shrimp first and grill directly over a medium-hot fire. The grill—and the grates—must be hot before you start cooking. So give your gas grill plenty of time to heat up (at least 10 minutes) or wait until your charcoal is covered with a white-hot ash before you start. While you’re waiting, coat the shrimp with olive or vegetable oil, which helps seal in juices and keeps the shrimp from sticking to the grill.

Keep a timer with you.Shrimp cooks really quickly—anywhere from 4 to 8 minutes, depending on the size—so pay close attention. During grilling, the shrimp liquids become milky in color and the flesh opaque, with the telltale sign of pink accents. Cook each side until it just turns opaque. Waiting for the shrimp to curl isn’t a good idea, as it’s overcooked by then, and all those sweet, slightly salty nuances that make it universally loved are gone. You’ll definitely know your shrimp is overcooked if the shell sticks to the meat. When grilled properly, the shell will come off neatly and cleanly.

Getting shrimp ready for the grill

• Thaw shrimp just before cooking. It’s best tobuy shrimp frozen, since their texture deteriorates quite quickly once thawed. The best way to do this is to put them in a colander and run cold water over them until thawed.

• Devein or not—it’s up to you. A lot of shrimp is sold already deveined, either deliberately or because the vein often comes out naturally when the heads are removed. The vein won’t hurt you, but it’s sometimes unsightly and a bit gritty. If you want to devein your shrimp, try my easy method below.

• Make your own “easy-peel” shrimp. If the shrimp haven’t already been slit down the back for faster peeling, you can do it yourself after they’re thawed. Hold a shrimp between your thumb and forefinger at the top of the (head-off) shrimp and use kitchen shears to snip down the spine, stopping at the tail. At this point, you can easily remove the vein by picking it up in the middle and pulling it out with the tip of the shears or a paring knife.