I realize this is old but didn't see any answers to it. As far as a downside to using the entire shrimp for stock, the downside is that you would miss getting to eat the sweet succulent shrimp. Even if you make a quick shrimp stock of 30 minutes, which is what I do, that is far too long to cook shrimp. The meat won't be any good to eat, and the shell will be stuck to the meal and very hard to get off. Peeling shrimp is not difficult. Remove the head; pinch the tail, and the meat will slide right out. Every part of the shrimp is edible, including their little bitty eyes, and the heads are incredible in stock. Even the vein in the tail is edible but, if large, is typically removed. Shrimp are easy to peel raw, and they are easy to peel when cooked--as long as they were not cooked too long in the first place. I peel fresh shrimp for use in a dish, then use the peelings and heads for a stock. Saute the heads/peelings first in a little butter to get a better flavor in the stock. Fresh shrimp should be kept on ice and eaten quickly, and they can be frozen also for use in future dishes. Freeze the shrimp raw. Hope this helps.