Generally, we hate putting in extra effort to prepare a food (waiting four hours for a stew to finally marinate and for all the beef to soak in the garlic, onions, and spices we tossed in? Boring). But we're willing to make that extra effort when it comes to shrimp because we love our shrimp recipes.
Check out this video to have shrimp preparation demystified. From shrimp prep to cleaning to deveining, this video covers it all.
Pre-cooked shrimp are unfailingly pre-overcooked-shrimp, and are impossible to add flavor to the way you can with raw shrimp. Shrimp that are raw but peeled and deveined are a small step up, but often get mangled and beat up in the cleaning. You are much better off buying whole, headless shrimp (or at the very least E-Z peel) and cleaning them yourself. It's a little more work, but worth the effort.