My favorite meal . . . love it with a baked potato, corn, hush puppies and of course, lots of tartar sauce.
The following recipe from Real Simple is exactly (well, almost) the way I make mine, which I also use to pan fry fish and chicken fingers. There is something about the corn meal that gives it that perfect texture and the cajun seasoning (I use red cayenne pepper) gives it just enough spice.
The other thing I do different is use a generous amount of dill (sorry, I don't measure) in the flour mixture and a little garlic salt. I love using dill when cooking seafood!
I have a few variations. When I'm in a real hurry, I don't even dip it in egg first . . . it still works well. Sometimes I marinate the shrimp or fish in a little olive oil, lemon and dill for around 15 minutes instead of using the egg dip. It gives a different dimension of flavor that is delicious and goes well with tartar sauce.
It is very important when cooking shrimp . . . do not overcook! I have found that a total of 3 to 4 minutes is enough. Quick and easy :)