I'll second what @KennethT said. There was a local Chinese takeout spot that usually had the fried ones as an option. Really enjoyd crunching the whole shrimp- most eaten on the drive home. Otherwise low simmer in flavorful liquid or stir--fried as he noted. I've purchased live Santa Barbara spot prawns at Morro Bay fish market (out of tank). I just let them have a short swim in flavorful stock. Again as Kenneth noted - similar to crawdads but more delicate flesh. As with shrimp generally - don't overcook.
ETA: the frozen blocks from what I no longer buy (sustaonabiity/labor issues) I think are frozen on board. I'd as the supplier for more info.
