Some Italian dressing, Tony Chacheres, a couple of squeezed lemons, a little soy sauce, and some pepperdoux or trajan's hot sauce to taste.
Sometimes i add a splash of white wine, but thats only when my girlfriend is drinking some while i'm cooking. Some tequila is actually very good on shrimp too. They are always good if you dont overcook them.
Dang... checked this too late (I thought of it while I was putting the shrimp on)
I made up some marinades... one was white wine, lemon juice, olive oil and Italian spices. The other was orange juice, soy sauce, Sriracha and sesame seeds. Both came out well... more flavor on the soy-sauce based marinade.