It's easier than you think to peel and devein shrimp at home.
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Peeling & Deveining Shrimp
How to Peel Shrimp
If the heads are still attached, twist them off. Then pull off the legs. Break open the shell along the underbelly of the shrimp by pressing down with both of your thumbs. Gently pull the shell away from the shrimp. The tails can be left on if desired.
How to Devein Shrimp
To devein the shrimp, run a small paring knife down the back of each shrimp, but don't go too deep. Use the point of the knife to lift out the vein. Hold each shrimp under a gentle trickle of water to help remove the vein.