If you're referring to shrimp as a food, then it's definitely uncountable (same rule as for chicken or fish, as a food). This is why "I like dog" implies eating a dog. Using the uncountable form (if it is allowed one) also hints at "in general".
However, if you can count them, use the plural form. Why not? :)
In Australia, we have solved the problem: we call them prawns. When we do use "shrimp" it means the very tiny species.